The Markets in Review

Dear Shareholder,

The 12-month reporting period as of February 28, 2022 saw a continuation of the resurgent growth that followed the initial coronavirus (or “COVID-19”) pandemic reopening, albeit at a slower pace. The global economy weathered the emergence of several variant strains and the resulting peaks and troughs in infections amid optimism that increasing vaccinations and economic adaptation could help contain the pandemic’s disruptions. However, rapid changes in consumer spending led to supply constraints and elevated inflation. Moreover, while the foremost effect of Russia’s invasion of Ukraine has been a severe humanitarian crisis, the invasion has presented challenges for both investors and policymakers.

Equity prices were mixed, as persistently high inflation drove investors’ expectations for higher interest rates, which particularly weighed on relatively high valuation growth stocks and economically sensitive small-capitalization stocks. Overall, small-capitalization U.S. stocks declined, while large-capitalization U.S. stocks posted a solid advance. International equities from developed markets gained slightly, although emerging market stocks declined, pressured by rising interest rates and a strengthening U.S. dollar.

The 10-year U.S. Treasury yield (which is inversely related to bond prices) rose during the reporting period as the economy expanded rapidly and inflation reached its highest annualized reading in decades. In the corporate bond market, the improving economy assuaged credit concerns and led to modest returns for high-yield corporate bonds, outpacing the negative return of investment-grade corporate bonds.

The U.S. Federal Reserve (the “Fed”) maintained accommodative monetary policy during the reporting period by keeping near-zero interest rates. However, the Fed’s tone shifted during the period, as it reduced its bond-buying program and raised the prospect of higher rates in 2022. Continued high inflation and the Fed’s new stance led many analysts to anticipate that the Fed will raise interest rates multiple times throughout the year.

Looking ahead, however, the horrific war in Ukraine has significantly clouded the outlook for the global economy. Sanctions on Russia and general wartime disruption are likely to drive already-high commodity prices even further upwards, and we have already seen spikes in energy and metal markets. While this will exacerbate inflationary pressure, it could also constrain economic growth, making the Fed’s way forward less clear. Its challenge will be combating inflation without stifling a recovery that is now facing additional supply shocks.

In this environment, we favor an overweight to equities, as we believe low interest rates and continued economic growth will support further gains, albeit likely more modest than what we saw in 2021. Sectors that are better poised to manage the transition to a lower-carbon world, such as technology and health care, are particularly attractive in the long term. U.S. and other developed market equities have room for further growth, while we believe Chinese equities stand to gain from a more accommodative monetary and fiscal environment. We are underweight long-term credit, but inflation-protected U.S. Treasuries, Asian fixed income, and emerging market local-currency bonds offer potential opportunities. We believe that international diversification and a focus on sustainability can help provide portfolio resilience, and the disruption created by the coronavirus appears to be accelerating the shift toward sustainable investments.

Overall, our view is that investors need to think globally, extend their scope across a broad array of asset classes, and be nimble as market conditions change. We encourage you to talk with your financial advisor and visit iShares.com for further insight about investing in today’s markets.

Sincerely,

LOGO

Rob Kapito

President, BlackRock, Inc.

LOGO

Rob Kapito

President, BlackRock, Inc.


Total Returns as of February 28, 2022

	6-Month	12-Month

U.S. large cap equities (S&P 500^® Index)	(2.62)%	16.39%

U.S. small cap equities (Russell 2000^® Index)	(9.46)	(6.01)

International equities (MSCI Europe, Australasia, Far East Index)	(6.78)	2.83

Emerging market equities (MSCI Emerging Markets Index)	(9.81)	(10.69)

3-month Treasury bills (ICE BofA 3-Month U.S. Treasury Bill Index)	0.02	0.04

U.S. Treasury securities (ICE BofA 10-Year U.S. Treasury Index)	(3.94)	(1.67)

U.S. investment grade bonds (Bloomberg U.S. Aggregate Bond Index)	(4.07)	(2.64)

Tax-exempt municipal bonds (Bloomberg Municipal Bond Index)	(3.09)	(0.66)

U.S. high yield bonds (Bloomberg U.S. Corporate High Yield 2% Issuer Capped Index)	(3.07)	0.64

Past performance is not an indication of future results. Index performance is shown for illustrative purposes only. You cannot invest directly in an index.

U.S. government and high-quality corporate bonds, as represented by the Bloomberg Government/Credit Bond Index, declined 2.56% during the 12 months ended February 28, 2022 (“reporting period”), slightly ahead of the -2.64% return of the Bloomberg U.S. Aggregate Bond Index, a broad measure of U.S. bond performance.

The market downturn reflected a shift from an environment dominated by the adverse economic effects of COVID-19 to one characterized by improving growth and rising inflation. As vaccines were rolled out and lockdowns related to the virus gradually eased, economic growth rebounded in kind. U.S. GDP rose nearly 6% in real (after-inflation) terms in 2021, up from -3.4% in 2020. However, the supply of goods and labor was insufficient to keep up with the increase in demand. These circumstances translated to a surge in inflation, with sharply rising prices for commodities, consumer products, housing costs and labor. Inflation, as measured by the U.S. Core Personal Consumption Index, moved north of 4% in October 2021 and exceeded 5% in January 2022 – well above its range of recent years.

The U.S. Federal Reserve (“Fed”) at first did not adjust its monetary policy in response to accelerating inflation, calling the uptrend “transitory.” As inflation in fact persisted, the Fed shifted gears in November 2021 by announcing it would taper the stimulative bond-buying program known as quantitative easing. It also stated its intention to begin raising interest rates. Investors, appearing to sense that the Fed had fallen behind the curve in fighting inflation, soon began to price in the possibility of as many as six to seven rate increases in 2022.

Late in the period, Russia’s invasion of Ukraine led to a large increase in uncertainty and somewhat dampened expectations regarding the likely extent of Fed tightening. At the same time, commodity prices surged in anticipation that the sanctions levied on Russia would further constrict the available supply of raw materials. Expectations for future inflation therefore remained elevated as of the end of February, limiting the typical “flight to quality” into higher-rated bonds.

Yields on U.S. Treasuries rose, as prices fell, in the annual period. Short-dated issues, which are most sensitive to Fed policy, were hardest hit in the downturn. The yield on the two-year note surged from 0.13% at the beginning of the period to 1.43% by February 28, 2022. Longer-dated bonds, whose prices are driven more by longer-term growth expectations than the Fed, held up better on a relative basis. The 10-year yield moved from 1.41% to 1.83% over the 12-month interval, while the 30-year bond stayed even around 2.15%.

Investment-grade corporate bonds experienced a loss and underperformed the broader market. Corporates performed well through most of 2021, when the largely favorable investment backdrop encouraged investors to take on greater risk in search of more attractive yields. Investors were also cheered by the combination of rising corporate profits and improving credit conditions more generally. Together, these factors caused corporates’ yield spreads over equivalent Treasuries to revert to their pre-global financial crisis lows by mid-2021. However, prices began to weaken and spreads started to rise during the latter half of the year in response to higher inflation and increasing U.S. Treasury yields. Corporates suffered further declines in early 2022 after Russia’s invasion of Ukraine caused investors’ appetite for risk to evaporate, erasing the category’s previous gains. As a result, yield spreads closed the period at their highest level since late 2020.

The iShares Agency Bond ETF (the “Fund”) seeks to track the investment results of an index composed of agency securities that are publicly issued by U.S. government agencies, and corporate and non-U.S. debt guaranteed by the U.S. government, as represented by the Bloomberg U.S. Agency Bond Index (the “Index”) (formerly the Bloomberg Barclays U.S. Agency Bond Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

Past performance is no guarantee of future results. Performance results do not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. See “About Fund Performance” on page 11 for more information.

The iShares Government/Credit Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated government, government-related and investment-grade U.S. corporate bonds, as represented by the Bloomberg U.S. Government/Credit Bond Index (the “Index”) (formerly the Bloomberg Barclays U.S. Government/Credit Bond Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

The iShares Intermediate Government/Credit Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated government, government-related and investment-grade U.S. corporate bonds with remaining maturities between one and ten years, as represented by the Bloomberg U.S. Intermediate Government/Credit Bond Index (the “Index”) (formerly the Bloomberg Barclays U.S. Intermediate Government/Credit Bond Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

The iShares MBS ETF (the “Fund”) seeks to track the investment results of an index composed of investment-grade mortgage-backed pass-through securities issued and/or guaranteed by U.S. government agencies, as represented by the Bloomberg U.S. MBS Index (the “Index”) (formerly the Bloomberg Barclays U.S. MBS Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

Past performance is not an indication of future results. Financial markets have experienced extreme volatility and trading in many instruments has been disrupted. These circumstances may continue for an extended period of time and may continue to affect adversely the value and liquidity of each Fund’s investments. As a result, current performance may be lower or higher than the performance data quoted. Performance data current to the most recent month-end is available at iShares.com. Performance results assume reinvestment of all dividends and capital gain distributions and do not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. The investment return and principal value of shares will vary with changes in market conditions. Shares may be worth more or less than their original cost when they are redeemed or sold in the market. Performance for certain funds may reflect a waiver of a portion of investment advisory fees. Without such a waiver, performance would have been lower.

Net asset value or “NAV” is the value of one share of a fund as calculated in accordance with the standard formula for valuing mutual fund shares. Beginning August 10, 2020, the price used to calculate market return (“Market Price”) is the closing price. Prior to August 10, 2020, Market Price was determined using the midpoint between the highest bid and the lowest ask on the primary stock exchange on which shares of a fund are listed for trading, as of the time that such fund’s NAV is calculated. Market and NAV returns assume that dividends and capital gain distributions have been reinvested at Market Price and NAV, respectively.

An index is a statistical composite that tracks a specified financial market or sector. Unlike a fund, an index does not actually hold a portfolio of securities and therefore does not incur the expenses incurred by a fund. These expenses negatively impact fund performance. Also, market returns do not include brokerage commissions that may be payable on secondary market transactions. If brokerage commissions were included, market returns would be lower.

Shareholders of each Fund may incur the following charges: (1) transactional expenses, including brokerage commissions on purchases and sales of fund shares and (2) ongoing expenses, including management fees and other fund expenses. The expense examples shown (which are based on a hypothetical investment of $1,000 invested at the beginning of the period and held through the end of the period) are intended to assist shareholders both in calculating expenses based on an investment in each Fund and in comparing these expenses with similar costs of investing in other funds.

The expense examples provide information about actual account values and actual expenses. Annualized expense ratios reflect contractual and voluntary fee waivers, if any. In order to estimate the expenses a shareholder paid during the period covered by this report, shareholders can divide their account value by $1,000 and then multiply the result by the number under the heading entitled “Expenses Paid During Period.”

The expense examples also provide information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses. In order to assist shareholders in comparing the ongoing expenses of investing in a Funds and other funds, compare the 5% hypothetical examples with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

The expenses shown in the expense examples are intended to highlight shareholders’ ongoing costs only and do not reflect any transactional expenses, such as brokerage commissions and other fees paid on purchases and sales of fund shares. Therefore, the hypothetical examples are useful in comparing ongoing expenses only and will not help shareholders determine the relative total expenses of owning different funds. If these transactional expenses were included, shareholder expenses would have been higher.


Security	Par (000)		Value

Corporate Bonds & Notes

Diversified Financial Services — 2.6%
Private Export Funding Corp.
Series EE, 2.80%, 05/15/22	$	23	$	23,090
Series KK, 3.55%, 01/15/24		6,080		6,288,544
Series PP, 1.40%, 07/15/28		13,100		12,423,909


				18,735,543


Total Corporate Bonds & Notes — 2.6% (Cost: $19,374,539)				18,735,543


Foreign Government Obligations^(a)

Israel — 21.3%
Israel Government AID Bond
5.13%, 11/01/24		1,110		1,207,835
5.50%, 09/18/23		56,063		59,542,270
5.50%, 12/04/23		84,246		90,069,084
5.50%, 04/26/24		550		595,105
5.50%, 09/18/33		368		487,081


				151,901,375

Jordan — 0.2%
Hashemite Kingdom of Jordan Government AID Bond, 3.00%, 06/30/25		1,110		1,151,403


Total Foreign Government Obligations — 21.5% (Cost: $155,054,866)				153,052,778


U.S. Government & Agency Obligations

U.S. Government Agency Obligations — 72.4%
Fannie Mae Principal Strip, 0.00%, 01/15/30^(b)		910		773,837
Federal Farm Credit Banks Funding Corp.
0.13%, 03/09/23		65		64,275
0.13%, 04/13/23		339		335,061
0.25%, 11/27/23		4,732		4,631,208
0.32%, 08/10/23 (Call 03/14/22)		22,998		22,647,281
0.45%, 07/23/24		1,000		972,410
1.13%, 01/06/25		15,850		15,610,982
2.47%, 07/18/35		1,000		991,810
5.25%, 10/29/37		1,000		1,342,810
Federal Home Loan Banks
0.25%, 12/08/23		195		190,825
1.88%, 03/14/24 (Call 06/14/22)		15,000		15,019,800
2.13%, 06/09/23		15		15,162
2.13%, 09/14/29		40		40,158
2.13%, 12/14/29		10,000		10,030,500
2.38%, 03/14/25		10,900		11,120,943
2.50%, 12/10/27		5,000		5,148,100
3.13%, 06/13/25		27,555		28,741,794
3.13%, 09/12/25		30		31,349
3.38%, 09/08/23		4,550		4,689,185
3.38%, 12/08/23		1,490		1,540,213
5.38%, 08/15/24		500		544,185
5.50%, 07/15/36		2,800		3,869,572
Federal Home Loan Mortgage Corp.
0.00%, 12/11/25^(b)		78,064		72,553,462
0.00%, 12/14/29^(b)		25,857		21,891,053
0.00%, 12/17/29^(b)		9,092		7,676,739
0.25%, 06/26/23		60		59,189


Security	Par/ Shares (000)		Value


U.S. Government Agency Obligations (continued)
0.25%, 12/04/23	$	30	$	29,390
6.75%, 03/15/31		9,000		12,420,000
Series 1, 0.00%, 11/15/38^(b)		16,223		10,589,725
Federal National Mortgage Association
0.25%, 07/10/23		12,187		12,010,776
0.25%, 11/27/23		270		264,508
0.30%, 08/03/23 (Call 08/03/22)		74,649		73,524,786
0.50%, 06/17/25		23,018		22,105,566
1.75%, 07/02/24		8,200		8,226,240
2.88%, 09/12/23		9		9,204
6.03%, 10/08/27		3,483		4,247,344
6.21%, 08/06/38		1,000		1,518,640
6.25%, 05/15/29		8,328		10,706,394
6.63%, 11/15/30		12,145		16,465,098
7.25%, 05/15/30		7,786		10,834,063
Resolution Funding Corp. Interest Strip, 0.00%, 01/15/30^(b)		100		83,541
Tennessee Valley Authority
1.50%, 09/15/31		50		46,765
2.88%, 09/15/24		6,510		6,700,743
4.25%, 09/15/65		35		46,367
4.88%, 01/15/48		2,413		3,281,897
5.25%, 09/15/39		16,755		22,478,173
5.50%, 06/15/38		482		656,291
5.88%, 04/01/36		3,000		4,199,070
7.13%, 05/01/30		47		64,449
Series A, 2.88%, 02/01/27		75		78,584
Series E, 6.75%, 11/01/25		55,488		65,077,436


				516,196,953

U.S. Government Obligations — 2.8%
U.S. Treasury Note/Bond
0.63%, 07/31/26		6,405		6,100,262
1.50%, 02/15/25		9,000		8,964,844
1.75%, 01/31/29		1,000		995,313
1.88%, 02/28/27		2,000		2,014,062
1.88%, 02/28/29		2,000		2,007,813


				20,082,294


Total U.S. Government & Agency Obligations — 75.2% (Cost: $546,989,036)				536,279,247


Short-Term Investments

Money Market Funds — 1.8%
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.03%^(c)(d)		12,750		12,750,000


Total Short-Term Investments — 1.8% (Cost: $12,750,000)				12,750,000


Total Investments in Securities — 101.1% (Cost: $734,168,441)				720,817,568

Other Assets, Less Liabilities — (1.1)%				(7,989,767	)


Net Assets — 100.0%			$	712,827,801

^(a)	U.S. dollar denominated security issued by foreign domiciled entity.

^(b)	Zero-coupon bond.

^(c)	Affiliate of the Fund.

^(d)	Annualized 7-day yield as of period end.

Investments in issuers considered to be affiliate(s) of the Fund during the year ended February 28, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

Various inputs are used in determining the fair value of financial instruments. For a description of the input levels and information about the Fund’s policy regarding valuation of financial instruments, refer to the Notes to Financial Statements.

The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.


Security	Par (000)		Value

Corporate Bonds & Notes

Advertising — 0.2%
Interpublic Group of Companies Inc. (The)
2.40%, 03/01/31 (Call 12/01/30)	$	50	$	47,415
4.65%, 10/01/28 (Call 07/01/28)		50		54,838
4.75%, 03/30/30 (Call 12/30/29)		151		167,465
Omnicom Group Inc.
2.45%, 04/30/30 (Call 01/30/30)		10		9,601
2.60%, 08/01/31 (Call 05/01/31)		60		57,705
4.20%, 06/01/30 (Call 03/01/30)		10		10,828
Omnicom Group Inc./Omnicom Capital Inc.
3.60%, 04/15/26 (Call 01/15/26)		187		194,942
3.65%, 11/01/24 (Call 08/01/24)		50		51,665
WPP Finance 2010, 3.75%, 09/19/24		54		55,922


				650,381

Aerospace & Defense — 0.5%
Boeing Co. (The)
1.43%, 02/04/24 (Call 04/11/22)		60		59,039
1.95%, 02/01/24		10		9,964
2.20%, 02/04/26 (Call 02/04/23)		10		9,685
2.60%, 10/30/25 (Call 07/30/25)		10		9,942
2.70%, 02/01/27 (Call 12/01/26)		10		9,864
2.75%, 02/01/26 (Call 01/01/26)		10		10,003
2.80%, 03/01/24 (Call 02/01/24)		10		10,117
2.95%, 02/01/30 (Call 11/01/29)		10		9,642
3.10%, 05/01/26 (Call 03/01/26)		10		10,089
3.20%, 03/01/29 (Call 12/01/28)		10		9,887
3.63%, 02/01/31 (Call 11/01/30)		20		20,175
4.88%, 05/01/25 (Call 04/01/25)		25		26,583
5.04%, 05/01/27 (Call 03/01/27)		25		27,183
5.15%, 05/01/30 (Call 02/01/30)		10		11,036
5.71%, 05/01/40 (Call 11/01/39)		75		87,370
5.81%, 05/01/50 (Call 11/01/49)		200		237,794
5.88%, 02/15/40		200		231,601
5.93%, 05/01/60 (Call 11/01/59)		51		60,627
6.88%, 03/15/39		25		31,839
General Dynamics Corp.
2.25%, 06/01/31 (Call 03/01/31)		10		9,707
3.50%, 05/15/25 (Call 03/15/25)		10		10,381
3.63%, 04/01/30 (Call 01/01/30)		110		117,116
3.75%, 05/15/28 (Call 02/15/28)		10		10,641
4.25%, 04/01/40 (Call 10/01/39)		15		16,780
L3Harris Technologies Inc.
1.80%, 01/15/31 (Call 10/15/30)		15		13,571
2.90%, 12/15/29 (Call 09/15/29)		10		9,931
3.83%, 04/27/25 (Call 01/27/25)		50		52,104
3.85%, 06/15/23 (Call 05/15/23)		50		51,242
4.40%, 06/15/28 (Call 03/15/28)		150		162,192
4.85%, 04/27/35 (Call 10/27/34)		75		85,844
Lockheed Martin Corp.
1.85%, 06/15/30 (Call 03/15/30)		15		14,057
2.80%, 06/15/50 (Call 12/15/49)		10		9,006
2.90%, 03/01/25 (Call 12/01/24)		10		10,232
3.55%, 01/15/26 (Call 10/15/25)		10		10,515
3.80%, 03/01/45 (Call 09/01/44)		120		125,856
4.09%, 09/15/52 (Call 03/15/52)		10		11,065
4.70%, 05/15/46 (Call 11/15/45)		15		17,741
Northrop Grumman Corp.
2.93%, 01/15/25 (Call 11/15/24)		10		10,190
3.20%, 02/01/27 (Call 11/01/26)		10		10,283


Security	Par (000)		Value

Aerospace & Defense (continued)
3.25%, 01/15/28 (Call 10/15/27)	$	10	$	10,263
4.40%, 05/01/30 (Call 02/01/30)		10		11,022
4.75%, 06/01/43		5		5,779
5.25%, 05/01/50 (Call 11/01/49)		85		107,434
Raytheon Technologies Corp.
1.90%, 09/01/31 (Call 06/01/31)		50		45,689
3.13%, 05/04/27 (Call 02/04/27)		10		10,311
3.13%, 07/01/50 (Call 01/01/50)		10		9,201
3.50%, 03/15/27 (Call 12/15/26)		10		10,450
3.75%, 11/01/46 (Call 05/01/46)		100		100,958
3.95%, 08/16/25 (Call 06/16/25)		10		10,543
4.13%, 11/16/28 (Call 08/16/28)		10		10,810
4.50%, 06/01/42		150		167,326
4.63%, 11/16/48 (Call 05/16/48)		150		173,353
Teledyne Technologies Inc.
0.95%, 04/01/24 (Call 04/01/22)		10		9,768
2.75%, 04/01/31 (Call 01/01/31)		10		9,620


				2,333,421

Agriculture — 0.4%
Altria Group Inc.
2.35%, 05/06/25 (Call 04/06/25)		10		9,982
2.45%, 02/04/32 (Call 11/04/31)		10		8,932
3.40%, 05/06/30 (Call 02/06/30)		60		59,306
3.40%, 02/04/41 (Call 08/04/40)		10		8,276
3.70%, 02/04/51 (Call 08/04/50)		10		8,169
3.88%, 09/16/46 (Call 03/16/46)		75		64,420
4.00%, 02/04/61 (Call 08/04/60)		10		8,322
4.40%, 02/14/26 (Call 12/14/25)		10		10,624
4.80%, 02/14/29 (Call 11/14/28)		210		227,298
5.38%, 01/31/44		10		10,461
5.80%, 02/14/39 (Call 08/14/38)		100		109,664
5.95%, 02/14/49 (Call 08/14/48)		60		67,076
Archer-Daniels-Midland Co.
2.50%, 08/11/26 (Call 05/11/26)		126		127,428
2.90%, 03/01/32 (Call 12/01/31)		25		25,294
3.25%, 03/27/30 (Call 12/27/29)		10		10,386
4.50%, 03/15/49 (Call 09/15/48)		10		12,016
4.54%, 03/26/42		20		23,368
5.38%, 09/15/35		29		36,405
BAT Capital Corp.
2.26%, 03/25/28 (Call 01/25/28)		10		9,336
2.73%, 03/25/31 (Call 12/25/30)		10		9,165
2.79%, 09/06/24 (Call 08/06/24)		72		72,454
3.22%, 08/15/24 (Call 06/15/24)		152		154,326
3.22%, 09/06/26 (Call 07/06/26)		10		10,010
3.56%, 08/15/27 (Call 05/15/27)		60		60,562
3.98%, 09/25/50 (Call 03/25/50)		76		65,375
4.54%, 08/15/47 (Call 02/15/47)		120		110,780
4.70%, 04/02/27 (Call 02/02/27)		10		10,619
4.91%, 04/02/30 (Call 01/02/30)		10		10,683
5.28%, 04/02/50 (Call 02/02/49)		50		50,552
BAT International Finance PLC, 1.67%, 03/25/26 (Call 02/25/26)		10		9,514
Bunge Ltd. Finance Corp.
1.63%, 08/17/25 (Call 07/17/25)		10		9,707
2.75%, 05/14/31 (Call 02/14/31)		10		9,520
Philip Morris International Inc.
2.88%, 05/01/24 (Call 04/01/24)		15		15,303
3.38%, 08/11/25 (Call 05/11/25)		200		206,394
3.88%, 08/21/42		25		24,472


Security	Par (000)		Value

Agriculture (continued)
4.25%, 11/10/44	$	56	$	57,715
4.38%, 11/15/41		15		15,564
4.88%, 11/15/43		100		110,341
Reynolds American Inc., 4.45%, 06/12/25 (Call 03/12/25)		10		10,470


				1,860,289

Airlines — 0.2%
American Airlines Pass Through Trust
Class A, 2.88%, 01/11/36		75		70,791
Series 2015-2, Class AA, 3.60%, 03/22/29		11		11,155
Series 2016-3, Class AA, 3.00%, 04/15/30		39		37,788
Series 2019-1, Class AA, 3.15%, 08/15/33		28		27,761
Delta Air Lines Inc. Pass Through Trust, Series 2019-1, Class AA, 3.20%, 10/25/25		25		25,448
Delta Air Lines Pass Through Trust, Series 2020, Class AA, 2.00%, 12/10/29		14		12,997
JetBlue Pass Through Trust
Series 1A, Class A, 4.00%, 05/15/34		23		24,528
Series 2019-1, Class AA, 2.75%, 11/15/33		59		57,158
Southwest Airlines Co.
4.75%, 05/04/23		35		36,171
5.13%, 06/15/27 (Call 04/15/27)		10		11,099
5.25%, 05/04/25 (Call 04/04/25)		135		145,591
Spirit Airlines Pass Through Trust, Series 2015-1, Class A, 4.10%, 10/01/29		10		9,938
United Airlines Pass Through Trust
Series 2012-1 A, Class A, 4.15%, 10/11/25		44		44,437
Series 2013-1, Class A, 4.30%, 02/15/27		41		42,173
Series 2020-1, Class A, 5.88%, 04/15/29		44		46,114
Series 2020-1, Class B, 4.88%, 07/15/27		43		43,860


				647,009

Apparel — 0.1%
NIKE Inc.
2.38%, 11/01/26 (Call 08/01/26)		50		50,609
2.40%, 03/27/25 (Call 02/27/25)		10		10,144
2.75%, 03/27/27 (Call 01/27/27)		10		10,272
2.85%, 03/27/30 (Call 12/27/29)		60		60,992
3.25%, 03/27/40 (Call 09/27/39)		10		9,977
3.38%, 03/27/50 (Call 09/27/49)		10		10,187
3.63%, 05/01/43 (Call 11/01/42)		50		52,114
3.88%, 11/01/45 (Call 05/01/45)		50		54,121
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25)		35		36,969
Ralph Lauren Corp., 2.95%, 06/15/30 (Call 03/15/30)		10		9,987
VF Corp.
2.40%, 04/23/25 (Call 03/23/25)		10		10,032
2.95%, 04/23/30 (Call 01/23/30)		10		9,898


				325,302

Auto Manufacturers — 0.5%
American Honda Finance Corp.
0.55%, 07/12/24		221		213,526
1.00%, 09/10/25		10		9,578
1.20%, 07/08/25		10		9,667
1.50%, 01/13/25		25		24,533
1.80%, 01/13/31		10		9,215
2.00%, 03/24/28		10		9,653
2.15%, 09/10/24		110		110,141
2.25%, 01/12/29		25		24,269
3.50%, 02/15/28		50		52,418
Cummins Inc.
0.75%, 09/01/25 (Call 08/01/25)		10		9,522
1.50%, 09/01/30 (Call 06/01/30)		110		98,920


Security	Par (000)		Value

Auto Manufacturers (continued)
Daimler Finance North America LLC, 8.50%, 01/18/31	$	66	$	93,632
General Motors Co.
4.20%, 10/01/27 (Call 07/01/27)		10		10,547
4.88%, 10/02/23		10		10,438
5.00%, 10/01/28 (Call 07/01/28)		10		10,910
5.20%, 04/01/45		20		21,570
5.40%, 10/02/23		10		10,515
5.40%, 04/01/48 (Call 10/01/47)		50		55,409
5.95%, 04/01/49 (Call 10/01/48)		10		11,951
6.13%, 10/01/25 (Call 09/01/25)		10		11,060
6.25%, 10/02/43		20		24,252
6.60%, 04/01/36 (Call 10/01/35)		10		12,371
6.75%, 04/01/46 (Call 10/01/45)		75		95,839
6.80%, 10/01/27 (Call 08/01/27)		10		11,786
General Motors Financial Co. Inc.
1.05%, 03/08/24		10		9,757
1.25%, 01/08/26 (Call 12/08/25)		10		9,438
1.50%, 06/10/26 (Call 05/10/26)		10		9,470
2.35%, 01/08/31 (Call 10/08/30)		10		9,067
2.40%, 04/10/28 (Call 02/10/28)		10		9,551
2.70%, 08/20/27 (Call 06/20/27)		10		9,794
2.70%, 06/10/31 (Call 03/10/31)		10		9,280
2.75%, 06/20/25 (Call 05/20/25)		10		9,995
2.90%, 02/26/25 (Call 01/26/25)		10		10,061
3.50%, 11/07/24 (Call 09/07/24)		10		10,242
3.60%, 06/21/30 (Call 03/21/30)		10		10,040
3.95%, 04/13/24 (Call 02/13/24)		10		10,299
4.00%, 10/06/26 (Call 07/06/26)		140		146,119
4.30%, 07/13/25 (Call 04/13/25)		10		10,435
4.35%, 04/09/25 (Call 02/09/25)		208		217,653
4.35%, 01/17/27 (Call 10/17/26)		10		10,537
5.10%, 01/17/24 (Call 12/17/23)		10		10,494
5.25%, 03/01/26 (Call 12/01/25)		10		10,821
5.65%, 01/17/29 (Call 10/17/28)		10		11,239
PACCAR Financial Corp.
0.80%, 06/08/23		50		49,597
1.10%, 05/11/26		50		47,996
Toyota Motor Corp.
0.68%, 03/25/24 (Call 02/25/24)		10		9,753
1.34%, 03/25/26 (Call 02/25/26)		10		9,654
Toyota Motor Credit Corp.
0.45%, 01/11/24		60		58,580
0.50%, 06/18/24		10		9,687
0.80%, 10/16/25		210		199,674
1.13%, 06/18/26		10		9,575
1.15%, 08/13/27		10		9,386
1.65%, 01/10/31		10		9,148
1.80%, 02/13/25		10		9,928
1.90%, 04/06/28		10		9,634
2.15%, 02/13/30		10		9,620
2.25%, 10/18/23		10		10,096
3.00%, 04/01/25		10		10,245
3.05%, 01/11/28		100		103,094
3.38%, 04/01/30		10		10,473


				2,062,154

Auto Parts & Equipment — 0.1%
Aptiv PLC, 3.10%, 12/01/51 (Call 06/01/51)		100		84,450
BorgWarner Inc.
2.65%, 07/01/27 (Call 05/01/27)		106		105,803
3.38%, 03/15/25 (Call 12/15/24)		50		51,552


Security	Par (000)		Value

Auto Parts & Equipment (continued)
Lear Corp., 3.80%, 09/15/27 (Call 06/15/27)	$	23	$	23,977
Magna International Inc.
2.45%, 06/15/30 (Call 03/15/30)		10		9,632
3.63%, 06/15/24 (Call 03/15/24)		75		77,088


				352,502

Banks — 7.5%
Banco Bilbao Vizcaya Argentaria SA, 0.88%, 09/18/23		200		197,068
Banco Santander SA
1.85%, 03/25/26		200		192,206
2.71%, 06/27/24		200		201,820
3.49%, 05/28/30		200		200,730
Bank of America Corp.
0.52%, 06/14/24 (Call 06/14/23), (SOFR + 0.410%)^(a)		60		58,913
0.81%, 10/24/24 (Call 10/24/23), (SOFR + 0.740%)^(a)		10		9,767
0.98%, 04/22/25 (Call 04/22/24), (SOFR + 0.690%)^(a)		10		9,709
0.98%, 09/25/25 (Call 09/25/24), (SOFR + 0.910%)^(a)		10		9,623
1.20%, 10/24/26 (Call 10/24/25), (SOFR + 1.010%)^(a)		10		9,460
1.32%, 06/19/26 (Call 06/19/25), (SOFR + 1.150%)^(a)		10		9,561
1.49%, 05/19/24 (Call 05/19/23), (SOFR + 1.460%)^(a)		50		49,696
1.73%, 07/22/27 (Call 07/22/26), (SOFR + 0.960%)^(a)		10		9,553
1.84%, 02/04/25 (Call 02/04/24), (SOFR + 0.670%)		10		9,902
1.90%, 07/23/31 (Call 07/23/30), (SOFR + 1.530%)^(a)		10		9,060
1.92%, 10/24/31 (Call 10/24/30), (SOFR + 1.370%)^(a)		10		9,050
2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)^(a)		10		9,835
2.09%, 06/14/29 (Call 06/14/28), (SOFR + 1.060%)^(a)		10		9,464
2.30%, 07/21/32 (Call 07/21/31), (SOFR + 1.220%)^(a)		10		9,280
2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)^(a)		60		59,862
2.48%, 09/21/36 (Call 09/21/31)^(a)		100		90,691
2.50%, 02/13/31 (Call 02/13/30), (3 mo. LIBOR US + 0.990%)^(a)		210		200,073
2.55%, 02/04/28 (Call 02/04/27), (SOFR + 1.050%)		40		39,368
2.59%, 04/29/31 (Call 04/29/30), (SOFR + 2.150%)^(a)		20		19,137
2.68%, 06/19/41 (Call 06/19/40), (SOFR + 1.930%)^(a)		35		30,743
2.69%, 04/22/32 (Call 04/22/31), (SOFR + 1.880%)^(a)		10		9,615
2.83%, 10/24/51 (Call 10/24/50), (SOFR + 3.150%)^(a)		10		8,720
2.88%, 10/22/30 (Call 10/22/29), (3 mo. LIBOR US + 1.190%)^(a)		20		19,599
2.97%, 02/04/33 (Call 02/04/32), (SOFR + 1.330%)		60		58,796
2.97%, 07/21/52 (Call 07/21/51), (SOFR + 1.560%)^(a)		10		8,902
3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)^(a)		10		10,141
3.19%, 07/23/30 (Call 07/23/29), (3 mo. LIBOR US + 1.180%)^(a)		182		182,215
3.25%, 10/21/27 (Call 10/21/26)		495		506,410
3.31%, 04/22/42 (Call 04/22/41), (SOFR + 1.320%)^(a)		135		129,515
3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)^(a)		10		10,197
3.42%, 12/20/28 (Call 12/20/27), (3 mo. LIBOR US + 1.040%)^(a)		210		214,962
3.46%, 03/15/25 (Call 03/15/24), (3 mo. LIBOR US + 0.970%)^(a)		10		10,197
3.50%, 04/19/26		10		10,371
3.55%, 03/05/24 (Call 03/05/23), (3 mo. LIBOR US + 0.780%)^(a)		60		60,958
3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)^(a)		10		10,267
3.59%, 07/21/28 (Call 07/21/27), (3 mo. LIBOR US + 1.370%)^(a)		139		143,522


Security	Par (000)		Value

Banks (continued)
3.71%, 04/24/28 (Call 04/24/27), (3 mo. LIBOR US + 1.512%)^(a)	$	10	$	10,356
3.82%, 01/20/28 (Call 01/20/27), (3 mo. LIBOR US + 1.575%)^(a)		10		10,423
3.86%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.940%)^(a)		10		10,236
3.88%, 08/01/25		10		10,480
3.97%, 03/05/29 (Call 03/05/28), (3 mo. LIBOR US + 1.070%)^(a)		157		164,377
3.97%, 02/07/30 (Call 02/07/29), (3 mo. LIBOR US + 1.210%)^(a)		10		10,492
4.00%, 04/01/24		10		10,374
4.00%, 01/22/25		10		10,385
4.08%, 03/20/51 (Call 03/20/50), (3 mo. LIBOR US + 1.320%)^(a)		60		64,505
4.13%, 01/22/24		10		10,397
4.20%, 08/26/24		10		10,412
4.25%, 10/22/26		10		10,610
4.27%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.310%)^(a)		210		223,881
4.33%, 03/15/50 (Call 03/15/49), (3 mo. LIBOR US + 1.520%)^(a)		10		11,098
4.44%, 01/20/48 (Call 01/20/47), (3 mo. LIBOR US + 1.990%)^(a)		200		223,940
4.45%, 03/03/26		10		10,632
5.00%, 01/21/44		75		88,256
5.88%, 02/07/42		75		97,330
6.11%, 01/29/37		100		125,816
7.75%, 05/14/38		100		145,114
Series L, 3.95%, 04/21/25		10		10,367
Series L, 4.18%, 11/25/27 (Call 11/25/26)		10		10,508
Series N, 1.66%, 03/11/27 (Call 03/11/26), (SOFR + 0.910%)^(a)		10		9,566
Series N, 2.65%, 03/11/32 (Call 03/11/31), (SOFR + 1.220%)^(a)		10		9,558
Series N, 3.48%, 03/13/52 (Call 03/11/51), (SOFR + 1.650%)^(a)		10		9,747
Bank of Montreal
0.45%, 12/08/23		50		48,778
0.63%, 07/09/24		60		57,930
0.95%, 01/22/27 (Call 01/22/26), (SOFR + 0.603%)^(a)		10		9,438
1.85%, 05/01/25		10		9,884
2.50%, 06/28/24		10		10,092
Series E, 3.30%, 02/05/24		213		218,263
Bank of New York Mellon Corp. (The)
0.35%, 12/07/23 (Call 11/07/23)		25		24,463
0.50%, 04/26/24 (Call 03/26/24)		25		24,320
1.05%, 10/15/26 (Call 09/15/26)		10		9,510
1.60%, 04/24/25 (Call 03/24/25)		10		9,845
1.65%, 07/14/28 (Call 05/14/28)		50		47,413
1.65%, 01/28/31 (Call 10/28/30)		10		9,232
1.80%, 07/28/31 (Call 04/28/31)		10		9,186
2.05%, 01/26/27 (Call 12/26/26)		25		24,722
2.10%, 10/24/24		60		60,223
2.20%, 08/16/23 (Call 06/16/23)		35		35,275
2.45%, 08/17/26 (Call 05/17/26)		10		10,122
2.80%, 05/04/26 (Call 02/04/26)		50		51,120
3.25%, 09/11/24 (Call 08/11/24)		10		10,301
3.25%, 05/16/27 (Call 02/16/27)		169		175,645
3.30%, 08/23/29 (Call 05/23/29)		10		10,342


Security	Par (000)		Value

Banks (continued)
3.40%, 01/29/28 (Call 10/29/27)	$	55	$	57,592
3.44%, 02/07/28 (Call 02/07/27), (3 mo. LIBOR US + 1.069%)^(a)		10		10,453
3.45%, 08/11/23		35		35,915
Series 12, 3.65%, 02/04/24 (Call 01/05/24)		33		34,064
Bank of Nova Scotia (The)
0.55%, 09/15/23		35		34,316
0.65%, 07/31/24		175		168,810
0.70%, 04/15/24		35		33,957
1.05%, 03/02/26		10		9,471
1.30%, 06/11/25		60		57,901
1.35%, 06/24/26		10		9,544
2.15%, 08/01/31		10		9,340
2.20%, 02/03/25		10		9,968
2.70%, 08/03/26		60		60,586
3.40%, 02/11/24		35		35,915
4.50%, 12/16/25		150		159,441
Bank OZK, 2.75%, 10/01/31 (Call 10/01/26), (SOFR + 2.090%)^(a)		15		14,885
BankUnited Inc.
4.88%, 11/17/25 (Call 08/17/25)		65		69,646
5.13%, 06/11/30 (Call 03/11/30)		35		37,391
Barclays PLC
2.67%, 03/10/32 (Call 03/10/31)^(a)		200		187,522
4.34%, 05/16/24 (Call 05/16/23), (3 mo. LIBOR US + 1.356%)^(a)		200		205,554
4.38%, 09/11/24		75		77,762
4.38%, 01/12/26		250		263,965
4.95%, 01/10/47		200		225,946
Canadian Imperial Bank of Commerce
0.45%, 06/22/23		50		49,163
0.50%, 12/14/23		50		48,712
0.95%, 06/23/23		60		59,374
1.25%, 06/22/26 (Call 05/22/26)		10		9,465
2.25%, 01/28/25		50		49,938
3.10%, 04/02/24		10		10,199
3.50%, 09/13/23		60		61,672
Citigroup Inc.
0.78%, 10/30/24 (Call 09/30/23), (SOFR + 0.686%)^(a)		10		9,780
0.98%, 05/01/25 (Call 05/01/24), (SOFR + 0.669%)^(a)		10		9,720
1.12%, 01/28/27 (Call 01/28/26), (SOFR + 0.765%)^(a)		10		9,421
1.46%, 06/09/27 (Call 06/09/26), (SOFR + 0.770%)^(a)		10		9,472
1.68%, 05/15/24 (Call 05/15/23), (SOFR + 1.667%)^(a)		210		209,735
2.56%, 05/01/32 (Call 05/01/31), (SOFR + 1.167%)^(a)		220		208,833
2.57%, 06/03/31 (Call 06/03/30), (SOFR + 2.107%)^(a)		20		19,075
2.67%, 01/29/31 (Call 01/29/30), (SOFR + 1.146%)^(a)		210		202,539
2.98%, 11/05/30 (Call 11/05/29), (SOFR + 1.422%)^(a)		10		9,873
3.07%, 02/24/28 (Call 02/24/27), (SOFR + 1.280%)		10		10,088
3.11%, 04/08/26 (Call 04/08/25), (SOFR + 2.842%)^(a)		10		10,134
3.20%, 10/21/26 (Call 07/21/26)		20		20,396
3.30%, 04/27/25		10		10,241
3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)^(a)		10		10,208
3.40%, 05/01/26		10		10,309
3.52%, 10/27/28 (Call 10/27/27), (3 mo. LIBOR US + 1.151%)^(a)		60		61,656
3.67%, 07/24/28 (Call 07/24/27), (3 mo. LIBOR US + 1.390%)^(a)		10		10,349
3.70%, 01/12/26		10		10,446
3.88%, 03/26/25		10		10,339


Security	Par (000)		Value

Banks (continued)
3.89%, 01/10/28 (Call 01/10/27), (3 mo. LIBOR US + 1.563%)^(a)	$	10	$	10,441
3.98%, 03/20/30 (Call 03/20/29), (3 mo. LIBOR US + 1.338%)^(a)		10		10,529
4.00%, 08/05/24		10		10,335
4.04%, 06/01/24 (Call 06/01/23), (3 mo. LIBOR US + 1.023%)^(a)		60		61,542
4.08%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.192%)^(a)		10		10,537
4.13%, 07/25/28		20		21,010
4.28%, 04/24/48 (Call 04/24/47), (3 mo. LIBOR US + 1.839%)^(a)		115		126,666
4.30%, 11/20/26		10		10,648
4.40%, 06/10/25		10		10,495
4.41%, 03/31/31 (Call 03/31/30), (SOFR + 3.914%)^(a)		219		237,733
4.45%, 09/29/27		10		10,685
4.60%, 03/09/26		10		10,671
4.65%, 07/23/48 (Call 06/23/48)		174		203,136
4.75%, 05/18/46		115		128,098
5.50%, 09/13/25		10		10,909
Citizens Financial Group Inc.
2.50%, 02/06/30 (Call 12/06/29)		25		23,959
2.64%, 09/30/32 (Call 07/02/32)		65		60,503
3.25%, 04/30/30 (Call 01/30/30)		10		10,109
Comerica Bank, 4.00%, 07/27/25		50		52,562
Comerica Inc.
3.70%, 07/31/23 (Call 07/01/23)		225		230,182
4.00%, 02/01/29 (Call 10/31/28)		25		26,828
Cooperatieve Rabobank U.A., 5.25%, 05/24/41		50		64,588
Credit Suisse AG/New York NY, 1.00%, 05/05/23		250		248,075
Credit Suisse Group AG, 4.55%, 04/17/26		250		264,070
Deutsche Bank AG/London, 3.70%, 05/30/24		35		35,926
Deutsche Bank AG/New York NY
2.22%, 09/18/24 (Call 09/18/23), (SOFR + 2.159%)^(a)		390		389,275
2.55%, 01/07/28 (Call 01/07/27), (SOFR + 1.318%)^(a)		150		144,271
3.55%, 09/18/31 (Call 09/18/30), (SOFR + 3.043%)^(a)		150		148,033
3.95%, 02/27/23		100		101,527
Fifth Third Bancorp.
1.63%, 05/05/23 (Call 04/05/23)		50		49,973
2.38%, 01/28/25 (Call 12/29/24)		60		60,097
2.55%, 05/05/27 (Call 04/05/27)		10		9,976
3.65%, 01/25/24 (Call 12/25/23)		175		180,096
3.95%, 03/14/28 (Call 02/14/28)		50		53,046
4.30%, 01/16/24 (Call 12/16/23)		160		166,192
First Citizens BancShares Inc./NC, 3.38%, 03/15/30 (Call 03/15/25), (SOFR + 2.465%)^(a)		40		39,759
First Horizon Bank, 5.75%, 05/01/30 (Call 02/01/30)		25		28,841
First Horizon Corp., 4.00%, 05/26/25 (Call 04/26/25)		150		155,686
First-Citizens Bank & Trust Co., 2.97%, 09/27/25 (Call 09/27/24), (SOFR + 1.715%)^(a)		75		75,708
Goldman Sachs Capital I, 6.35%, 02/15/34		200		249,988
Goldman Sachs Group Inc. (The)
0.67%, 03/08/24 (Call 03/08/23), (SOFR + 0.572%)^(a)		10		9,871
0.86%, 02/12/26 (Call 02/12/25), (SOFR + 0.609%)^(a)		10		9,555
1.09%, 12/09/26 (Call 12/09/25), (SOFR + 0.789%)^(a)		10		9,409
1.43%, 03/09/27 (Call 03/09/26), (SOFR + 0.798%)^(a)		10		9,453
1.54%, 09/10/27 (Call 09/10/26), (SOFR + 0.818%)^(a)		10		9,423
1.76%, 01/24/25 (Call 01/24/24), (SOFR + 0.730%)^(a)		25		24,730
1.99%, 01/27/32 (Call 01/27/31), (SOFR + 1.090%)^(a)		210		189,424
2.38%, 07/21/32 (Call 07/21/31), (SOFR + 1.248%)^(a)		10		9,272


Security	Par (000)		Value

Banks (continued)
2.60%, 02/07/30 (Call 11/07/29)	$	10	$	9,616
2.62%, 04/22/32 (Call 04/22/31), (SOFR + 1.281%)^(a)		10		9,460
2.91%, 07/21/42 (Call 07/21/41), (SOFR + 1.472%)^(a)		60		53,605
3.21%, 04/22/42 (Call 04/22/41), (SOFR + 1.513%)^(a)		10		9,315
3.27%, 09/29/25 (Call 09/29/24), (3 mo. LIBOR US + 1.201%)^(a)		10		10,179
3.50%, 01/23/25 (Call 10/23/24)		10		10,289
3.50%, 04/01/25 (Call 03/01/25)		10		10,282
3.50%, 11/16/26 (Call 11/16/25)		10		10,250
3.63%, 02/20/24 (Call 01/20/24)		10		10,275
3.69%, 06/05/28 (Call 06/05/27), (3 mo. LIBOR US + 1.510%)^(a)		10		10,357
3.75%, 05/22/25 (Call 02/22/25)		10		10,347
3.75%, 02/25/26 (Call 11/25/25)		60		62,479
3.80%, 03/15/30 (Call 12/15/29)		210		218,734
3.81%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.158%)^(a)		10		10,379
3.85%, 01/26/27 (Call 01/26/26)		60		62,505
4.00%, 03/03/24		110		113,917
4.02%, 10/31/38 (Call 10/31/37), (3 mo. LIBOR US + 1.373%)^(a)		60		63,236
4.22%, 05/01/29 (Call 05/01/28), (3 mo. LIBOR US + 1.301%)^(a)		35		37,100
4.25%, 10/21/25		170		178,498
4.41%, 04/23/39 (Call 04/23/38), (3 mo. LIBOR US + 1.430%)^(a)		10		10,821
4.75%, 10/21/45 (Call 04/21/45)		225		256,754
4.80%, 07/08/44 (Call 01/08/44)		10		11,469
5.15%, 05/22/45		105		123,243
6.13%, 02/15/33		50		61,978
6.25%, 02/01/41		10		13,133
6.75%, 10/01/37		10		13,136
HSBC Holdings PLC
2.80%, 05/24/32 (Call 05/24/31), (SOFR + 1.187%)^(a)		300		283,179
2.87%, 11/22/32 (Call 11/22/31), (SOFR + 1.410%)^(a)		200		189,754
3.97%, 05/22/30 (Call 05/22/29), (3 mo. LIBOR US + 1.610%)^(a)		200		206,274
4.25%, 03/14/24		200		206,676
5.25%, 03/14/44		200		229,782
Huntington Bancshares Inc./OH
2.49%, 08/15/36 (Call 08/15/31)^(a)(b)		40		36,553
2.55%, 02/04/30 (Call 01/04/30)		20		19,449
2.63%, 08/06/24 (Call 07/06/24)		35		35,266
4.00%, 05/15/25 (Call 04/15/25)		110		114,984
ING Groep NV, 4.10%, 10/02/23		200		206,526
JPMorgan Chase & Co.
0.56%, 02/16/25 (Call 02/16/24), (SOFR + 0.420%)^(a)		10		9,708
0.65%, 09/16/24 (Call 09/16/23), (SOFR + 0.600%)^(a)		10		9,809
0.70%, 03/16/24 (Call 03/16/23), (SOFR + 0.580%)^(a)		10		9,886
0.82%, 06/01/25 (Call 06/01/24), (SOFR + 0.540%)^(a)		10		9,676
0.97%, 06/23/25 (Call 06/23/24), (SOFR + 0.580%)^(a)		10		9,688
1.04%, 02/04/27 (Call 02/04/26), (SOFR + 0.695%)^(a)		20		18,726
1.05%, 11/19/26 (Call 11/19/25), (SOFR + 0.800%)^(a)		10		9,401
1.51%, 06/01/24 (Call 06/01/23), (SOFR + 1.455%)^(a)		10		9,959
1.58%, 04/22/27 (Call 04/22/26), (SOFR + 0.885%)^(a)		10		9,562
1.76%, 11/19/31 (Call 11/19/30), (SOFR + 1.105%)^(a)		60		53,912
1.95%, 02/04/32 (Call 02/04/31), (SOFR + 1.065%)^(a)		10		9,120
2.01%, 03/13/26 (Call 03/13/25), (SOFR + 1.585%)^(a)		60		59,034
2.07%, 06/01/29 (Call 06/01/28), (SOFR + 1.015%)^(a)		10		9,474
2.08%, 04/22/26 (Call 04/22/25), (SOFR + 1.850%)^(a)		10		9,846


Security	Par (000)		Value

Banks (continued)
2.18%, 06/01/28 (Call 06/01/27), (SOFR + 1.890%)^(a)	$	10	$	9,668
2.30%, 10/15/25 (Call 10/15/24), (SOFR + 1.160%)^(a)		10		9,954
2.52%, 04/22/31 (Call 04/22/30), (SOFR + 2.040%)^(a)		210		201,615
2.53%, 11/19/41 (Call 11/19/40), (SOFR + 1.510%)^(a)		10		8,642
2.55%, 11/08/32 (Call 11/08/31), (SOFR + 1.180%)^(a)		20		19,110
2.58%, 04/22/32 (Call 04/22/31), (SOFR + 1.250%)^(a)		10		9,582
2.60%, 02/24/26 (Call 02/24/25), (SOFR + 0.915%)^(a)		10		10,025
2.74%, 10/15/30 (Call 10/15/29), (SOFR + 1.510%)^(a)		201		196,373
2.95%, 10/01/26 (Call 07/01/26)		10		10,169
2.95%, 02/24/28 (Call 02/24/27), (SOFR + 1.170%)		10		10,060
2.96%, 05/13/31 (Call 05/13/30), (SOFR + 2.515%)^(a)		160		155,333
2.96%, 01/25/33 (Call 01/25/32), (SOFR + 1.260%)^(a)		200		197,864
3.11%, 04/22/41 (Call 04/22/40), (SOFR + 2.460%)^(a)		50		47,319
3.11%, 04/22/51 (Call 04/22/50), (SOFR + 2.440%)^(a)		10		9,264
3.13%, 01/23/25 (Call 10/23/24)		10		10,223
3.16%, 04/22/42 (Call 04/22/41), (SOFR + 1.460%)^(a)		110		104,078
3.20%, 06/15/26 (Call 03/15/26)		10		10,262
3.22%, 03/01/25 (Call 03/01/24), (3 mo. LIBOR US + 1.155%)^(a)		110		111,930
3.30%, 04/01/26 (Call 01/01/26)		10		10,314
3.33%, 04/22/52 (Call 04/22/51), (SOFR + 1.580%)^(a)		150		144,502
3.51%, 01/23/29 (Call 01/23/28), (3 mo. LIBOR US + 0.945%)^(a)		210		215,666
3.54%, 05/01/28 (Call 05/01/27), (3 mo. LIBOR US + 1.380%)^(a)		10		10,334
3.63%, 05/13/24		10		10,334
3.63%, 12/01/27 (Call 12/01/26)		10		10,351
3.70%, 05/06/30 (Call 05/06/29), (3 mo. LIBOR US + 1.160%)^(a)		10		10,378
3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)^(a)		10		10,442
3.80%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.890%)^(a)		10		10,238
3.88%, 02/01/24		10		10,375
3.88%, 09/10/24		10		10,378
3.90%, 07/15/25 (Call 04/15/25)		10		10,451
3.90%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.220%)^(a)		100		104,175
3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)^(a)		10		10,469
3.96%, 11/15/48 (Call 11/15/47), (3 mo. LIBOR US + 1.380%)^(a)		125		132,582
4.01%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.120%)^(a)		10		10,539
4.02%, 12/05/24 (Call 12/05/23), (3 mo. LIBOR US + 1.000%)^(a)		10		10,320
4.13%, 12/15/26		10		10,629
4.20%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.260%)^(a)		10		10,651
4.25%, 10/01/27		10		10,693
4.26%, 02/22/48 (Call 02/22/47), (3 mo. LIBOR US + 1.580%)^(a)		100		109,490
4.45%, 12/05/29 (Call 12/05/28), (3 mo. LIBOR US + 1.330%)^(a)		10		10,805
4.49%, 03/24/31 (Call 03/24/30), (SOFR + 3.790%)^(a)		10		10,977
5.40%, 01/06/42		50		61,973
5.60%, 07/15/41		50		63,012
5.63%, 08/16/43		50		62,958
8.00%, 04/29/27		50		62,231


Security	Par (000)		Value

Banks (continued)
KeyCorp.
2.25%, 04/06/27	$	10	$	9,854
2.55%, 10/01/29		10		9,725
4.10%, 04/30/28		50		53,663
KfW
0.25%, 10/19/23		155		152,148
0.25%, 03/08/24		180		175,516
0.50%, 09/20/24		175		170,088
0.63%, 01/22/26		80		76,420
1.38%, 08/05/24		205		204,022
2.00%, 05/02/25		169		170,404
2.50%, 11/20/24		25		25,573
2.63%, 02/28/24		25		25,556
Korea Development Bank (The)
0.40%, 03/09/24		200		194,870
3.00%, 01/13/26		45		46,697
Landwirtschaftliche Rentenbank
0.88%, 03/30/26		50		48,067
0.88%, 09/03/30		70		64,207
Series 37, 2.50%, 11/15/27		99		102,169
Lloyds Banking Group PLC
3.57%, 11/07/28 (Call 11/07/27), (3 mo. LIBOR US + 1.205%)^(a)		200		204,974
4.05%, 08/16/23		250		257,517
4.38%, 03/22/28		200		213,196
M&T Bank Corp., 3.55%, 07/26/23 (Call 06/26/23)		50		51,145
Mitsubishi UFJ Financial Group Inc.
0.95%, 07/19/25 (Call 07/19/24)^(a)		200		193,114
3.20%, 07/18/29		25		25,184
3.75%, 07/18/39		200		208,950
3.76%, 07/26/23		60		61,648
3.96%, 03/02/28		10		10,577
4.29%, 07/26/38		45		49,968
Mizuho Financial Group Inc.
1.23%, 05/22/27 (Call 05/22/26)^(a)		200		187,304
1.24%, 07/10/24 (Call 07/10/23), (SOFR + 1.252%)^(a)		200		197,848
2.26%, 07/09/32 (Call 07/09/31)^(a)(c)		225		207,729
Morgan Stanley
0.73%, 04/05/24 (Call 04/05/23), (SOFR + 0.610%)^(a)		10		9,863
0.79%, 01/22/25 (Call 01/22/24), (SOFR + 0.590%)^(a)		10		9,716
0.79%, 05/30/25 (Call 05/30/24), (SOFR + 0.525%)^(a)		10		9,645
0.99%, 12/10/26 (Call 12/10/25), (SOFR + 0.720%)^(a)		10		9,369
1.51%, 07/20/27 (Call 07/20/26), (SOFR + 0.858%)^(a)		10		9,480
1.59%, 05/04/27 (Call 04/04/27), (SOFR + 0.879%)^(a)		10		9,527
1.79%, 02/13/32 (Call 02/13/31), (SOFR + 1.034%)^(a)		10		8,936
1.93%, 04/28/32 (Call 01/28/32), (SOFR + 1.020%)^(a)		10		9,015
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)^(a)		10		9,866
2.24%, 07/21/32 (Call 07/21/31), (SOFR + 1.178%)^(a)		10		9,236
2.48%, 01/21/28 (Call 01/21/27), (SOFR + 1.000%)^(a)		100		98,330
2.48%, 09/16/36 (Call 09/16/31), (SOFR + 1.360%)^(a)		100		90,813
2.70%, 01/22/31 (Call 01/22/30), (SOFR + 1.143%)^(a)		515		499,200
2.72%, 07/22/25 (Call 07/22/24), (SOFR + 1.152%)^(a)		10		10,059
2.80%, 01/25/52 (Call 07/25/51), (SOFR + 1.430%)^(a)		10		8,734
2.94%, 01/21/33 (Call 01/21/32), (SOFR + 1.290%)^(a)		50		48,946
3.13%, 07/27/26		55		56,039
3.22%, 04/22/42 (Call 04/22/41), (SOFR + 1.485%)^(a)		10		9,539
3.59%, 07/22/28 (Call 07/22/27), (3 mo. LIBOR US + 1.340%)^(a)		10		10,331
3.62%, 04/01/31 (Call 04/01/30), (SOFR + 3.120%)^(a)		210		216,968
3.63%, 01/20/27		10		10,427


Security	Par (000)		Value

Banks (continued)
3.70%, 10/23/24	$	224	$	231,712
3.74%, 04/24/24 (Call 04/24/23), (3 mo. LIBOR US + 0.847%)^(a)		10		10,194
3.77%, 01/24/29 (Call 01/24/28), (3 mo. LIBOR US + 1.140%)^(a)		10		10,381
3.88%, 01/27/26		105		109,667
3.95%, 04/23/27		110		115,460
4.00%, 07/23/25		230		241,051
4.35%, 09/08/26		10		10,620
4.43%, 01/23/30 (Call 01/23/29), (3 mo. LIBOR US + 1.628%)^(a)		10		10,799
5.00%, 11/24/25		240		258,182
5.60%, 03/24/51 (Call 03/24/50), (SOFR + 4.480%)^(a)		150		200,163
6.25%, 08/09/26		50		57,245
6.38%, 07/24/42		25		34,102
Series F, 3.88%, 04/29/24		105		108,538
Series I, 0.86%, 10/21/25 (Call 10/21/24), (SOFR + 0.745%)^(a)		10		9,598
Natwest Group PLC
3.07%, 05/22/28 (Call 05/22/27)^(a)		200		200,026
4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)^(a)		200		206,836
5.08%, 01/27/30 (Call 01/27/29), (3 mo. LIBOR US + 1.905%)^(a)		200		220,386
6.00%, 12/19/23		35		37,172
Northern Trust Corp.
1.95%, 05/01/30 (Call 02/01/30)		35		33,292
3.15%, 05/03/29 (Call 02/03/29)		61		63,477
3.38%, 05/08/32 (Call 05/08/27), (3 mo. LIBOR US + 1.131%)^(a)		50		50,964
3.65%, 08/03/28 (Call 05/03/28)		50		53,692
3.95%, 10/30/25		50		53,007
Oesterreichische Kontrollbank AG, 1.50%, 02/12/25		25		24,840
PNC Financial Services Group Inc. (The)
2.20%, 11/01/24 (Call 10/02/24)		10		10,034
2.31%, 04/23/32 (Call 04/23/31), (SOFR + 0.979%)^(a)		35		33,348
2.55%, 01/22/30 (Call 10/24/29)		10		9,833
2.60%, 07/23/26 (Call 05/24/26)		10		10,140
3.15%, 05/19/27 (Call 04/19/27)		10		10,365
3.45%, 04/23/29 (Call 01/23/29)		232		243,516
3.50%, 01/23/24 (Call 12/24/23)		60		61,748
3.90%, 04/29/24 (Call 03/29/24)		10		10,383
Regions Financial Corp.
1.80%, 08/12/28 (Call 06/12/28)		50		46,830
2.25%, 05/18/25 (Call 04/18/25)		264		264,393
Royal Bank of Canada
0.43%, 01/19/24		60		58,428
0.50%, 10/26/23		60		58,796
0.65%, 07/29/24		60		57,919
0.88%, 01/20/26		10		9,444
1.15%, 06/10/25		60		57,769
1.15%, 07/14/26		10		9,469
1.20%, 04/27/26		60		56,988
2.05%, 01/21/27		25		24,491
2.25%, 11/01/24		60		60,044
2.55%, 07/16/24		60		60,600
3.70%, 10/05/23		60		61,844
4.65%, 01/27/26		10		10,767
Santander Holdings USA Inc. 3.24%, 10/05/26 (Call 08/05/26)		50		50,521


Security	Par (000)		Value

Banks (continued)
3.45%, 06/02/25 (Call 05/02/25)	$	60	$	61,015
3.50%, 06/07/24 (Call 05/07/24)		35		35,720
4.40%, 07/13/27 (Call 04/14/27)		85		89,335
4.50%, 07/17/25 (Call 04/17/25)		60		62,909
Santander UK Group Holdings PLC
1.53%, 08/21/26 (Call 08/21/25)^(a)		50		47,696
4.80%, 11/15/24 (Call 11/15/23), (3 mo. LIBOR US + 1.570%)^(a)		200		207,860
Santander UK PLC, 4.00%, 03/13/24		35		36,289
Signature Bank/New York NY, 4.00%, 10/15/30 (Call 10/15/25)^(a)		50		50,677
State Street Corp.
2.20%, 03/03/31		35		32,978
2.35%, 11/01/25 (Call 11/01/24)^(a)		10		10,060
2.40%, 01/24/30		10		9,804
2.65%, 05/19/26		110		112,279
2.90%, 03/30/26 (Call 10/30/25), (SOFR + 2.600%)^(a)		50		51,019
3.30%, 12/16/24		10		10,345
3.55%, 08/18/25		10		10,440
3.70%, 11/20/23		35		36,164
Sumitomo Mitsui Financial Group Inc.
2.14%, 09/23/30		35		31,895
2.63%, 07/14/26		10		10,023
2.70%, 07/16/24		245		247,332
2.72%, 09/27/29		25		24,457
3.01%, 10/19/26		50		50,766
3.04%, 07/16/29		225		224,566
3.20%, 09/17/29		25		24,982
3.36%, 07/12/27		159		164,339
3.78%, 03/09/26		100		104,609
SVB Financial Group
2.10%, 05/15/28 (Call 03/15/28)		60		57,441
3.13%, 06/05/30 (Call 03/05/30)		25		25,128
3.50%, 01/29/25		141		145,324
Toronto-Dominion Bank (The)
0.45%, 09/11/23		60		58,830
0.55%, 03/04/24		60		58,293
0.75%, 06/12/23		175		173,168
0.75%, 09/11/25		10		9,451
0.75%, 01/06/26		10		9,431
1.15%, 06/12/25		60		57,808
1.20%, 06/03/26		10		9,518
1.25%, 12/13/24		50		48,850
2.65%, 06/12/24		210		212,684
3.25%, 03/11/24		60		61,571
3.50%, 07/19/23		60		61,501
Truist Bank
3.20%, 04/01/24 (Call 03/01/24)		160		164,285
3.69%, 08/02/24 (Call 08/02/23), (3 mo. LIBOR US + 0.735%)^(a)		65		66,680
Truist Financial Corp.
1.13%, 08/03/27 (Call 06/03/27)		10		9,278
1.20%, 08/05/25 (Call 07/03/25)		160		154,262
1.27%, 03/02/27 (Call 03/02/26), (SOFR + 0.609%)^(a)		20		19,106
1.89%, 06/07/29 (Call 06/07/28), (SOFR + 0.862%)^(a)		10		9,446
1.95%, 06/05/30 (Call 03/05/30)		10		9,358
2.50%, 08/01/24 (Call 07/01/24)		156		157,786
2.85%, 10/26/24 (Call 09/26/24)		10		10,191
3.70%, 06/05/25 (Call 05/05/25)		50		52,249
3.75%, 12/06/23 (Call 11/06/23)		50		51,593


Security	Par (000)		Value

Banks (continued)
3.88%, 03/19/29 (Call 02/19/29)	$	10	$	10,603
4.00%, 05/01/25 (Call 03/01/25)		50		52,475
U.S. Bancorp.
1.38%, 07/22/30 (Call 04/22/30)		10		8,945
1.45%, 05/12/25 (Call 04/12/25)		60		58,675
2.40%, 07/30/24 (Call 06/30/24)		60		60,676
3.00%, 07/30/29 (Call 04/30/29)		10		10,092
3.10%, 04/27/26 (Call 03/27/26)		141		145,004
3.38%, 02/05/24 (Call 01/05/24)		60		61,684
3.60%, 09/11/24 (Call 08/11/24)		10		10,375
3.70%, 01/30/24 (Call 12/29/23)		50		51,771
Series V, 2.38%, 07/22/26 (Call 06/22/26)		60		60,413
Series X, 3.15%, 04/27/27 (Call 03/27/27)		10		10,368
Valley National Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.360%)^(a)		65		63,886
Wachovia Corp., 7.57%, 08/01/26^(d)		10		11,876
Wells Fargo & Co.
0.81%, 05/19/25 (Call 05/19/24), (SOFR + 0.510%)^(a)		10		9,683
1.65%, 06/02/24 (Call 06/02/23), (SOFR + 1.600%)^(a)		10		9,975
2.16%, 02/11/26 (Call 02/11/25), (3 mo. LIBOR US + 0.750%)^(a)		10		9,881
2.19%, 04/30/26 (Call 04/29/25), (SOFR + 2.000%)^(a)		60		59,235
2.39%, 06/02/28 (Call 06/02/27), (SOFR + 2.100%)^(a)		60		58,666
2.41%, 10/30/25 (Call 10/30/24), (SOFR + 1.087%)^(a)		10		9,972
2.57%, 02/11/31 (Call 02/11/30), (SOFR + 1.262%)^(a)		35		33,595
2.88%, 10/30/30 (Call 10/30/29), (SOFR + 1.432%)^(a)		110		108,269
3.00%, 02/19/25		60		61,089
3.00%, 04/22/26		60		60,819
3.00%, 10/23/26		175		177,441
3.07%, 04/30/41 (Call 04/29/40), (SOFR + 2.530%)^(a)		210		195,903
3.20%, 06/17/27 (Call 06/17/26), (3 mo. LIBOR US + 1.170%)^(a)		10		10,164
3.30%, 09/09/24		10		10,257
3.35%, 03/02/33 (Call 03/02/32), (SOFR + 1.500%)^(a)		30		30,389
3.55%, 09/29/25		10		10,365
3.58%, 05/22/28 (Call 05/22/27), (3 mo. LIBOR US + 1.310%)^(a)		60		61,954
3.75%, 01/24/24 (Call 12/24/23)		60		61,863
3.90%, 05/01/45		85		88,174
4.10%, 06/03/26		10		10,536
4.13%, 08/15/23		60		61,870
4.15%, 01/24/29 (Call 10/24/28)		148		157,716
4.30%, 07/22/27		10		10,675
4.48%, 04/04/31 (Call 04/04/30), (SOFR + 4.032%)^(a)		60		65,593
4.75%, 12/07/46		10		11,247
5.01%, 04/04/51 (Call 04/04/50), (SOFR + 4.502%)^(a)		190		234,266
5.38%, 11/02/43		100		119,502
5.95%, 12/01/86		200		242,020
Western Alliance Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.250%)^(a)		65		64,451
Westpac Banking Corp.
1.15%, 06/03/26		10		9,574
2.15%, 06/03/31		35		33,345
2.35%, 02/19/25		60		60,494
2.67%, 11/15/35 (Call 11/15/30)^(a)		10		9,051
2.70%, 08/19/26		50		50,927
2.85%, 05/13/26		10		10,263
2.89%, 02/04/30 (Call 02/04/25)^(a)		10		9,881
3.30%, 02/26/24		35		36,035
3.35%, 03/08/27		60		62,746


Security	Par (000)		Value

Banks (continued)
3.40%, 01/25/28	$	10	$	10,486
4.11%, 07/24/34 (Call 07/24/29)^(a)		5		5,151
4.42%, 07/24/39		85		91,836


				32,097,423

Beverages — 0.8%
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc.
3.65%, 02/01/26 (Call 11/01/25)		250		261,337
4.70%, 02/01/36 (Call 08/01/35)		10		11,158
4.90%, 02/01/46 (Call 08/01/45)		205		232,880
Anheuser-Busch InBev Finance Inc., 4.63%, 02/01/44		5		5,457
Anheuser-Busch InBev Worldwide Inc.
3.50%, 06/01/30 (Call 03/01/30)		160		167,198
4.35%, 06/01/40 (Call 12/01/39)		10		10,664
4.38%, 04/15/38 (Call 10/15/37)		10		10,730
4.44%, 10/06/48 (Call 04/06/48)		150		160,639
4.50%, 06/01/50 (Call 12/01/49)		10		11,016
4.60%, 04/15/48 (Call 10/15/47)		210		230,643
4.60%, 06/01/60 (Call 12/01/59)		10		10,873
4.75%, 01/23/29 (Call 10/23/28)		10		11,129
4.75%, 04/15/58 (Call 10/15/57)		10		11,075
4.90%, 01/23/31 (Call 10/23/30)		120		137,854
5.45%, 01/23/39 (Call 07/23/38)		10		11,913
5.55%, 01/23/49 (Call 07/23/48)		115		142,386
5.80%, 01/23/59 (Call 07/23/58)		111		142,495
Coca-Cola Co. (The)
1.00%, 03/15/28		10		9,253
1.38%, 03/15/31		10		8,978
1.45%, 06/01/27		10		9,613
1.50%, 03/05/28		10		9,562
1.65%, 06/01/30		75		69,504
1.75%, 09/06/24		10		10,004
2.13%, 09/06/29		75		73,149
2.25%, 01/05/32		10		9,646
2.90%, 05/25/27		454		467,979
3.00%, 03/05/51		125		118,841
Constellation Brands Inc.
2.25%, 08/01/31 (Call 05/01/31)		10		9,181
2.88%, 05/01/30 (Call 02/01/30)		10		9,762
3.15%, 08/01/29 (Call 05/01/29)		10		10,011
3.60%, 02/15/28 (Call 11/15/27)		200		206,078
4.10%, 02/15/48 (Call 08/15/47)		25		24,940
Diageo Capital PLC, 3.88%, 04/29/43 (Call 10/29/42)		55		59,265
Keurig Dr Pepper Inc.
0.75%, 03/15/24 (Call 03/15/22)		210		204,651
2.25%, 03/15/31 (Call 12/15/30)		10		9,382
3.20%, 05/01/30 (Call 02/01/30)		10		10,116
3.35%, 03/15/51 (Call 09/15/50)		15		13,663
3.80%, 05/01/50 (Call 11/01/49)		50		49,185
4.60%, 05/25/28 (Call 02/25/28)		10		10,934
Molson Coors Beverage Co.
3.00%, 07/15/26 (Call 04/15/26)		10		10,179
4.20%, 07/15/46 (Call 01/15/46)		55		54,823
5.00%, 05/01/42		10		10,936
PepsiCo Inc.
0.40%, 10/07/23		10		9,824
1.40%, 02/25/31 (Call 11/25/30)		200		181,746
1.63%, 05/01/30 (Call 02/01/30)		10		9,324
2.25%, 03/19/25 (Call 02/19/25)		10		10,102
2.38%, 10/06/26 (Call 07/06/26)		10		10,141


Security	Par (000)		Value

Beverages (continued)
2.63%, 07/29/29 (Call 04/29/29)	$	10	$	10,113
2.63%, 10/21/41 (Call 04/21/41)		10		9,284
2.75%, 03/19/30 (Call 12/19/29)		75		76,075
2.85%, 02/24/26 (Call 11/24/25)		10		10,309
2.88%, 10/15/49 (Call 04/15/49)		25		23,564
3.00%, 10/15/27 (Call 07/15/27)		10		10,399
3.38%, 07/29/49 (Call 01/29/49)		28		28,319
3.60%, 03/01/24 (Call 12/01/23)		10		10,336
3.63%, 03/19/50 (Call 09/19/49)		5		5,344


				3,453,962

Biotechnology — 0.4%
Amgen Inc.
1.90%, 02/21/25 (Call 01/21/25)		10		9,940
2.00%, 01/15/32 (Call 10/15/31)		100		91,472
2.20%, 02/21/27 (Call 12/21/26)		10		9,857
2.25%, 08/19/23 (Call 06/19/23)		60		60,515
2.30%, 02/25/31 (Call 11/25/30)		10		9,453
2.45%, 02/21/30 (Call 11/21/29)		10		9,655
2.60%, 08/19/26 (Call 05/19/26)		10		10,091
2.77%, 09/01/53 (Call 03/01/53)		75		60,934
3.13%, 05/01/25 (Call 02/01/25)		10		10,228
3.15%, 02/21/40 (Call 08/21/39)		10		9,307
3.20%, 11/02/27 (Call 08/02/27)		210		216,691
3.35%, 02/22/32 (Call 11/22/31)		10		10,199
3.38%, 02/21/50 (Call 08/21/49)		185		169,680
3.63%, 05/22/24 (Call 02/22/24)		10		10,333
4.40%, 05/01/45 (Call 11/01/44)		110		117,556
4.56%, 06/15/48 (Call 12/15/47)		25		27,414
4.66%, 06/15/51 (Call 12/15/50)		10		11,218
Biogen Inc.
2.25%, 05/01/30 (Call 02/01/30)		60		54,923
3.15%, 05/01/50 (Call 11/01/49)		110		90,960
4.05%, 09/15/25 (Call 06/15/25)		10		10,454
Gilead Sciences Inc.
0.75%, 09/29/23 (Call 03/21/22)		7		6,899
1.20%, 10/01/27 (Call 08/01/27)		10		9,304
1.65%, 10/01/30 (Call 07/01/30)		10		9,078
2.80%, 10/01/50 (Call 04/01/50)		10		8,463
2.95%, 03/01/27 (Call 12/01/26)		10		10,198
3.50%, 02/01/25 (Call 11/01/24)		10		10,345
3.65%, 03/01/26 (Call 12/01/25)		10		10,434
3.70%, 04/01/24 (Call 01/01/24)		10		10,324
4.15%, 03/01/47 (Call 09/01/46)		150		157,390
4.50%, 02/01/45 (Call 08/01/44)		25		27,346
4.75%, 03/01/46 (Call 09/01/45)		25		28,376
5.65%, 12/01/41 (Call 06/01/41)		115		143,699
Illumina Inc., 2.55%, 03/23/31 (Call 12/23/30)		60		56,666
Regeneron Pharmaceuticals Inc.
1.75%, 09/15/30 (Call 06/15/30)		10		8,929
2.80%, 09/15/50 (Call 03/15/50)		10		8,250
Royalty Pharma PLC
2.15%, 09/02/31 (Call 06/02/31)		10		8,937
2.20%, 09/02/30 (Call 06/02/30)		65		59,082
3.30%, 09/02/40 (Call 03/02/40)		50		44,256
3.35%, 09/02/51 (Call 03/02/51)		10		8,365


				1,627,221

Building Materials — 0.4%
Carrier Global Corp.
2.24%, 02/15/25 (Call 01/15/25)		10		9,988
2.49%, 02/15/27 (Call 12/15/26)		10		9,959


Security	Par (000)		Value

Building Materials (continued)
2.70%, 02/15/31 (Call 11/15/30)	$	15	$	14,504
2.72%, 02/15/30 (Call 11/15/29)		175		170,177
3.38%, 04/05/40 (Call 10/05/39)		50		47,026
3.58%, 04/05/50 (Call 10/05/49)		50		47,511
Eagle Materials Inc., 2.50%, 07/01/31 (Call 04/01/31)		60		56,092
Fortune Brands Home & Security Inc., 3.25%, 09/15/29 (Call 06/15/29)		121		122,797
Johnson Controls International PLC
4.50%, 02/15/47 (Call 08/15/46)		35		38,211
4.63%, 07/02/44 (Call 01/02/44)		50		56,236
Johnson Controls International PLC/Tyco Fire & Security Finance SCA, 1.75%, 09/15/30 (Call 06/15/30)		10		9,148
Lafarge SA, 7.13%, 07/15/36		50		68,164
Lennox International Inc., 1.35%, 08/01/25 (Call 07/01/25)		100		96,232
Martin Marietta Materials Inc.
2.40%, 07/15/31 (Call 04/15/31)		10		9,413
3.20%, 07/15/51 (Call 01/15/51)		10		8,947
3.45%, 06/01/27 (Call 03/01/27)		50		52,069
3.50%, 12/15/27 (Call 09/15/27)		50		52,540
4.25%, 07/02/24 (Call 04/02/24)		344		359,280
Masco Corp., 2.00%, 02/15/31 (Call 11/15/30)		50		45,155
Owens Corning
3.88%, 06/01/30 (Call 03/01/30)		50		52,274
4.20%, 12/01/24 (Call 09/01/24)		90		93,955
4.30%, 07/15/47 (Call 01/15/47)		15		15,688
Vulcan Materials Co.
3.50%, 06/01/30 (Call 03/01/30)		30		31,077
3.90%, 04/01/27 (Call 01/01/27)		65		68,492
4.50%, 06/15/47 (Call 12/15/46)		15		16,520


				1,551,455

Chemicals — 0.4%
Air Products and Chemicals Inc.
1.85%, 05/15/27 (Call 03/15/27)		10		9,794
2.70%, 05/15/40 (Call 11/15/39)		75		68,884
Cabot Corp., 4.00%, 07/01/29 (Call 04/01/29)		10		10,555
CF Industries Inc.
4.95%, 06/01/43		45		48,504
5.15%, 03/15/34		50		56,084
5.38%, 03/15/44		20		22,568
Dow Chemical Co. (The)
2.10%, 11/15/30 (Call 08/15/30)		75		69,973
3.60%, 11/15/50 (Call 05/15/50)		10		9,529
4.38%, 11/15/42 (Call 05/15/42)		100		107,149
5.55%, 11/30/48 (Call 05/30/48)		50		63,097
DuPont de Nemours Inc.
4.73%, 11/15/28 (Call 08/15/28)		10		11,075
5.32%, 11/15/38 (Call 05/15/38)		130		154,734
5.42%, 11/15/48 (Call 05/15/48)		10		12,576
Eastman Chemical Co., 4.65%, 10/15/44 (Call 04/15/44)		20		21,679
Ecolab Inc.
2.13%, 02/01/32 (Call 11/01/31)		100		94,337
2.13%, 08/15/50 (Call 02/15/50)		50		39,012
2.70%, 11/01/26 (Call 08/01/26)		10		10,184
EI du Pont de Nemours and Co., 2.30%, 07/15/30 (Call 04/15/30)		75		72,396
FMC Corp., 3.45%, 10/01/29 (Call 07/01/29)		15		15,139
Huntsman International LLC
2.95%, 06/15/31 (Call 03/15/31)		65		62,226
4.50%, 05/01/29 (Call 02/01/29)		80		84,857


Security	Par (000)		Value

Chemicals (continued)
Linde Inc./CT
1.10%, 08/10/30 (Call 05/10/30)	$	80	$	71,208
3.20%, 01/30/26 (Call 10/30/25)		50		51,874
LYB International Finance BV, 4.88%, 03/15/44 (Call 09/15/43)		10		10,991
LYB International Finance III LLC, 3.63%, 04/01/51 (Call 04/01/50)		110		103,851
LyondellBasell Industries NV, 4.63%, 02/26/55 (Call 08/26/54)		50		52,964
Nutrien Ltd., 3.95%, 05/13/50 (Call 11/13/49)		50		52,368
PPG Industries Inc.
1.20%, 03/15/26 (Call 02/15/26)		10		9,546
2.80%, 08/15/29 (Call 05/15/29)		50		49,933
Rohm & Haas Co., 7.85%, 07/15/29		25		32,793
RPM International Inc., 3.75%, 03/15/27 (Call 12/15/26)		120		126,319
Sherwin-Williams Co. (The)
2.30%, 05/15/30 (Call 02/15/30)		10		9,493
3.45%, 06/01/27 (Call 03/01/27)		60		62,428
3.80%, 08/15/49 (Call 02/15/49)		50		49,812
Westlake Chemical Corp., 3.60%, 08/15/26 (Call 05/15/26)		132		137,186


				1,865,118

Commercial Services — 0.4%
Automatic Data Processing Inc.
1.25%, 09/01/30 (Call 06/01/30)		10		8,999
1.70%, 05/15/28 (Call 03/15/28)		10		9,640
3.38%, 09/15/25 (Call 06/15/25)		39		40,710
Block Financial LLC
2.50%, 07/15/28 (Call 05/15/28)		25		23,868
3.88%, 08/15/30 (Call 05/15/30)		10		10,135
5.25%, 10/01/25 (Call 07/01/25)		42		45,302
California Endowment (The), Series 2021, 2.50%, 04/01/51 (Call 10/01/50)		5		4,461
Cintas Corp. No. 2, 3.70%, 04/01/27 (Call 01/01/27)		10		10,559
Emory University, Series 2020, 2.97%, 09/01/50 (Call 03/01/50)		20		18,958
Equifax Inc.
2.60%, 12/01/24 (Call 11/01/24)		50		50,377
2.60%, 12/15/25 (Call 11/15/25)		25		25,029
3.10%, 05/15/30 (Call 02/15/30)		10		9,906
Ford Foundation (The)
Series 2020, 2.42%, 06/01/50 (Call 12/01/49)		5		4,360
Series 2020, 2.82%, 06/01/70 (Call 12/01/69)		25		22,731
George Washington University (The)
4.87%, 09/15/45		51		62,681
Series 2018, 4.13%, 09/15/48 (Call 03/15/48)		10		11,215
Georgetown University (The)
Series 20A, 2.94%, 04/01/50		25		22,578
Series B, 4.32%, 04/01/49 (Call 10/01/48)		25		27,734
Global Payments Inc.
1.20%, 03/01/26 (Call 02/01/26)		60		56,647
2.65%, 02/15/25 (Call 01/15/24)		75		75,346
2.90%, 05/15/30 (Call 02/15/30)		60		57,745
3.20%, 08/15/29 (Call 05/15/29)		25		24,712
4.15%, 08/15/49 (Call 02/15/49)		10		9,862
4.80%, 04/01/26 (Call 01/01/26)		10		10,735
GXO Logistics Inc.
1.65%, 07/15/26 (Call 06/15/26)^(b)		10		9,543
2.65%, 07/15/31 (Call 04/15/31)^(b)		25		23,195
Johns Hopkins University, Series A, 2.81%, 01/01/60 (Call 07/01/59)		35		31,867


Security	Par (000)		Value

Commercial Services (continued)
Leland Stanford Junior University (The)
1.29%, 06/01/27 (Call 04/01/27)	$	30	$	28,685
2.41%, 06/01/50 (Call 12/01/49)		10		8,775
3.65%, 05/01/48 (Call 11/01/47)		5		5,540
Massachusetts Institute of Technology
3.89%, 07/01/2116		10		10,620
5.60%, 07/01/2111		25		38,431
Series G, 2.29%, 07/01/51 (Call 01/01/51)		5		4,245
Moody’s Corp.
2.00%, 08/19/31 (Call 05/19/31)		200		183,696
3.25%, 05/20/50 (Call 11/20/49)		30		27,319
Northeastern University, Series 2020, 2.89%, 10/01/50		45		40,362
Northwestern University
4.64%, 12/01/44		10		11,850
Series 2017, 3.66%, 12/01/57 (Call 06/01/57)		40		45,712
Series 2020, 2.64%, 12/01/50 (Call 06/01/50)		5		4,521
PayPal Holdings Inc.
1.35%, 06/01/23		60		59,871
1.65%, 06/01/25 (Call 05/01/25)		110		107,805
2.30%, 06/01/30 (Call 03/01/30)		10		9,534
2.40%, 10/01/24 (Call 09/01/24)		10		10,087
2.65%, 10/01/26 (Call 08/01/26)		10		10,105
2.85%, 10/01/29 (Call 07/01/29)		10		9,966
3.25%, 06/01/50 (Call 12/01/49)		10		9,369
President and Fellows of Harvard College, 3.15%, 07/15/46 (Call 01/15/46)		54		54,934
Quanta Services Inc.
0.95%, 10/01/24 (Call 10/01/22)		25		24,100
2.35%, 01/15/32 (Call 10/15/31)		5		4,531
2.90%, 10/01/30 (Call 07/01/30)		5		4,795
3.05%, 10/01/41 (Call 04/01/41)		15		13,066
S&P Global Inc., 2.50%, 12/01/29 (Call 09/01/29)		15		14,722
Trustees of Boston College, 3.13%, 07/01/52		5		4,876
Trustees of Boston University, Series CC, 4.06%, 10/01/48 (Call 04/01/48)		5		5,581
Trustees of Princeton University (The)
5.70%, 03/01/39		50		67,431
Series 2020, 2.52%, 07/01/50 (Call 01/01/50)		5		4,418
Trustees of the University of Pennsylvania (The)
4.67%, 09/01/2112		5		6,457
Series 2020, 2.40%, 10/01/50 (Call 04/01/50)		5		4,300
United Rentals North America Inc., 3.88%, 11/15/27 (Call 11/15/22)		10		10,143
University of Chicago (The)
3.00%, 10/01/52 (Call 04/01/52)		10		9,806
4.00%, 10/01/53 (Call 04/01/53)		30		33,648
Series 20B, 2.76%, 04/01/45 (Call 10/01/44)		5		4,738
University of Notre Dame du Lac
Series 2015, 3.44%, 02/15/45		35		36,444
Series 2017, 3.39%, 02/15/48 (Call 08/15/47)		40		41,751
University of Southern California
5.25%, 10/01/2111		5		6,882
Series A, 3.23%, 10/01/2120 (Call 04/01/2120)		25		23,340
Verisk Analytics Inc., 4.13%, 03/15/29 (Call 12/15/28)		75		79,963
Yale University, Series 2020, 0.87%, 04/15/25 (Call 03/15/25)		5		4,845


				1,796,159

Computers — 1.0%
Amdocs Ltd., 2.54%, 06/15/30 (Call 03/15/30)		25		23,568
Apple Inc.
0.55%, 08/20/25 (Call 07/20/25)		10		9,518


Security	Par (000)		Value

Computers (continued)
0.70%, 02/08/26 (Call 01/08/26)	$	10	$	9,557
1.13%, 05/11/25 (Call 04/11/25)		10		9,766
1.20%, 02/08/28 (Call 12/08/27)		10		9,397
1.25%, 08/20/30 (Call 05/20/30)		10		9,013
1.40%, 08/05/28 (Call 06/05/28)		10		9,440
1.65%, 05/11/30 (Call 02/11/30)		10		9,351
1.65%, 02/08/31 (Call 11/08/30)		143		132,727
1.70%, 08/05/31 (Call 05/05/31)		10		9,273
1.80%, 09/11/24 (Call 08/11/24)		10		10,001
2.05%, 09/11/26 (Call 07/11/26)		10		9,982
2.20%, 09/11/29 (Call 06/11/29)		10		9,813
2.38%, 02/08/41 (Call 08/08/40)		10		8,896
2.40%, 08/20/50 (Call 06/20/50)		10		8,461
2.45%, 08/04/26 (Call 05/04/26)		210		213,295
2.50%, 02/09/25		10		10,177
2.55%, 08/20/60 (Call 02/20/60)		10		8,319
2.65%, 05/11/50 (Call 11/11/49)		110		97,929
2.65%, 02/08/51 (Call 08/08/50)		140		124,543
2.70%, 08/05/51 (Call 02/05/51)		10		8,940
2.75%, 01/13/25 (Call 11/13/24)		10		10,245
2.80%, 02/08/61 (Call 02/08/60)		50		44,015
2.85%, 05/11/24 (Call 03/11/24)		10		10,223
2.85%, 08/05/61 (Call 02/05/61)		10		8,881
2.90%, 09/12/27 (Call 06/12/27)		10		10,312
2.95%, 09/11/49 (Call 03/11/49)		10		9,408
3.00%, 02/09/24 (Call 12/09/23)		10		10,250
3.00%, 06/20/27 (Call 03/20/27)		10		10,407
3.00%, 11/13/27 (Call 08/13/27)		10		10,391
3.20%, 05/13/25		10		10,375
3.20%, 05/11/27 (Call 02/11/27)		60		62,867
3.25%, 02/23/26 (Call 11/23/25)		210		219,183
3.35%, 02/09/27 (Call 11/09/26)		10		10,537
3.45%, 05/06/24		10		10,361
3.45%, 02/09/45		15		15,330
3.75%, 11/13/47 (Call 05/13/47)		200		213,878
3.85%, 05/04/43		50		53,789
3.85%, 08/04/46 (Call 02/04/46)		79		85,455
4.38%, 05/13/45		50		57,981
4.45%, 05/06/44		5		5,839
4.65%, 02/23/46 (Call 08/23/45)		50		60,709
CGI Inc., 1.45%, 09/14/26 (Call 08/14/26)^(b)		15		14,270
Dell International LLC/EMC Corp.
3.38%, 12/15/41 (Call 06/15/41)^(b)		25		22,046
4.00%, 07/15/24 (Call 06/15/24)		150		155,647
4.90%, 10/01/26 (Call 08/01/26)		10		10,838
5.45%, 06/15/23 (Call 04/15/23)		9		9,369
5.85%, 07/15/25 (Call 06/15/25)		194		213,222
6.02%, 06/15/26 (Call 03/15/26)		170		190,130
8.10%, 07/15/36 (Call 01/15/36)		6		8,305
8.35%, 07/15/46 (Call 01/15/46)		19		28,913
DXC Technology Co., 2.38%, 09/15/28 (Call 07/15/28)		15		14,246
Hewlett Packard Enterprise Co.
1.75%, 04/01/26 (Call 03/01/26)		10		9,655
4.45%, 10/02/23 (Call 09/02/23)		35		36,307
4.90%, 10/15/25 (Call 07/15/25)		10		10,739
6.20%, 10/15/35 (Call 04/15/35)		35		41,879
6.35%, 10/15/45 (Call 04/15/45)		25		29,839
HP Inc.
1.45%, 06/17/26 (Call 05/17/26)		10		9,485
2.20%, 06/17/25 (Call 05/17/25)		25		24,842


Security	Par (000)		Value

Computers (continued)
3.00%, 06/17/27 (Call 04/17/27)	$	85	$	85,732
6.00%, 09/15/41		75		89,935
International Business Machines Corp.
1.70%, 05/15/27 (Call 03/15/27)		100		96,147
1.95%, 05/15/30 (Call 02/15/30)		100		93,893
2.85%, 05/15/40 (Call 11/15/39)		125		113,856
3.00%, 05/15/24		200		204,678
3.30%, 05/15/26		100		104,094
3.38%, 08/01/23		100		102,501
3.50%, 05/15/29		100		104,712
3.63%, 02/12/24		100		103,437
4.25%, 05/15/49		100		109,877
7.13%, 12/01/96		5		8,220
Kyndryl Holdings Inc., 2.70%, 10/15/28 (Call 08/15/28)^(b)		50		46,249
Leidos Inc.
2.30%, 02/15/31 (Call 11/15/30)		15		13,679
2.95%, 05/15/23 (Call 04/15/23)		65		65,786
3.63%, 05/15/25 (Call 04/15/25)		50		51,560
NetApp Inc.
1.88%, 06/22/25 (Call 05/22/25)		10		9,803
2.70%, 06/22/30 (Call 03/22/30)		10		9,680
3.30%, 09/29/24 (Call 07/29/24)		100		102,374
Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30)		35		33,078


				4,051,425

Cosmetics & Personal Care — 0.1%
Colgate-Palmolive Co.
3.25%, 03/15/24		15		15,465
3.70%, 08/01/47 (Call 02/01/47)		25		27,461
Estee Lauder Companies Inc. (The), 3.13%, 12/01/49 (Call 06/01/49)		50		48,782
Procter & Gamble Co. (The)
0.55%, 10/29/25		10		9,510
1.00%, 04/23/26		10		9,600
1.20%, 10/29/30		10		9,063
1.95%, 04/23/31		10		9,617
2.45%, 11/03/26		10		10,181
2.80%, 03/25/27		25		25,765
3.00%, 03/25/30		10		10,422
3.60%, 03/25/50		25		27,523
Unilever Capital Corp., 5.90%, 11/15/32		56		71,258


				274,647

Distribution & Wholesale — 0.0%
WW Grainger Inc., 4.60%, 06/15/45 (Call 12/15/44)		30		34,607


Diversified Financial Services — 1.3%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
3.15%, 02/15/24 (Call 01/15/24)		150		151,528
3.30%, 01/30/32 (Call 10/30/31)		200		189,728
3.50%, 01/15/25 (Call 11/15/24)		25		25,400
4.45%, 04/03/26 (Call 02/03/26)		25		26,064
4.63%, 10/15/27 (Call 08/15/27)		25		26,569
6.50%, 07/15/25 (Call 06/15/25)		150		165,352
Affiliated Managers Group Inc., 3.50%, 08/01/25		10		10,351
Air Lease Corp.
1.88%, 08/15/26 (Call 07/15/26)		10		9,507
2.88%, 01/15/26 (Call 12/15/25)		110		109,723
3.63%, 12/01/27 (Call 09/01/27)		33		33,496
3.88%, 07/03/23 (Call 06/03/23)		10		10,207
Aircastle Ltd., 4.13%, 05/01/24 (Call 02/01/24)		35		35,816


Security	Par (000)		Value

Diversified Financial Services (continued)
Ally Financial Inc.
1.45%, 10/02/23 (Call 09/02/23)	$	50	$	49,404
3.05%, 06/05/23 (Call 05/05/23)		50		50,587
3.88%, 05/21/24 (Call 04/21/24)		310		319,849
5.13%, 09/30/24		15		15,911
5.80%, 05/01/25 (Call 04/01/25)		10		10,826
8.00%, 11/01/31		25		32,881
American Express Co.
2.50%, 07/30/24 (Call 06/29/24)		60		60,715
3.00%, 10/30/24 (Call 09/29/24)		60		61,362
3.13%, 05/20/26 (Call 04/20/26)		10		10,272
3.30%, 05/03/27 (Call 04/02/27)^(b)		10		10,319
3.40%, 02/22/24 (Call 01/22/24)		60		61,687
3.63%, 12/05/24 (Call 11/04/24)		50		51,760
3.70%, 08/03/23 (Call 07/03/23)		60		61,611
4.20%, 11/06/25 (Call 10/06/25)		260		276,601
Ameriprise Financial Inc., 2.88%, 09/15/26 (Call 06/15/26)		84		86,018
Andrew W Mellon Foundation (The), Series 2020, 0.95%, 08/01/27 (Call 06/01/27)		35		32,777
Brookfield Finance I UK PLC, 2.34%, 01/30/32 (Call 10/30/31)		10		9,186
Brookfield Finance Inc.
2.72%, 04/15/31 (Call 01/15/31)		100		95,558
3.50%, 03/30/51 (Call 09/30/50)		25		22,867
3.90%, 01/25/28 (Call 10/25/27)		5		5,251
4.35%, 04/15/30 (Call 01/15/30)		75		80,646
4.85%, 03/29/29 (Call 12/29/28)		15		16,529
Capital One Financial Corp.
2.36%, 07/29/32 (Call 07/29/31), (SOFR + 1.337%)^(a)		10		8,964
2.60%, 05/11/23 (Call 04/11/23)		60		60,571
3.20%, 02/05/25 (Call 01/05/25)		10		10,215
3.30%, 10/30/24 (Call 09/30/24)		10		10,240
3.65%, 05/11/27 (Call 04/11/27)		60		62,219
3.75%, 04/24/24 (Call 03/24/24)		10		10,324
3.75%, 07/28/26 (Call 06/28/26)		10		10,389
3.75%, 03/09/27 (Call 02/09/27)		10		10,450
3.80%, 01/31/28 (Call 12/31/27)		10		10,428
3.90%, 01/29/24 (Call 12/29/23)		60		61,882
4.20%, 10/29/25 (Call 09/29/25)		110		115,520
Cboe Global Markets Inc., 3.65%, 01/12/27 (Call 10/12/26)		150		157,491
Charles Schwab Corp. (The)
0.90%, 03/11/26 (Call 02/11/26)		90		85,316
1.15%, 05/13/26 (Call 04/13/26)		10		9,599
1.65%, 03/11/31 (Call 12/11/30)		10		9,080
1.95%, 12/01/31 (Call 09/01/31)		50		46,170
2.00%, 03/20/28 (Call 01/20/28)		10		9,712
2.30%, 05/13/31 (Call 02/13/31)		10		9,574
3.25%, 05/22/29 (Call 02/22/29)		60		61,769
3.63%, 04/01/25 (Call 01/01/25)		15		15,601
3.85%, 05/21/25 (Call 03/21/25)		15		15,759
4.63%, 03/22/30 (Call 12/22/29)		5		5,671
CI Financial Corp., 3.20%, 12/17/30 (Call 09/17/30)		45		42,283
CME Group Inc.
3.00%, 03/15/25 (Call 12/15/24)		10		10,267
3.75%, 06/15/28 (Call 03/15/28)		65		69,599
4.15%, 06/15/48 (Call 12/15/47)		5		5,725
5.30%, 09/15/43 (Call 03/15/43)		30		38,320
Discover Financial Services
3.75%, 03/04/25 (Call 12/04/24)		37		38,325
3.95%, 11/06/24 (Call 08/06/24)		133		138,155


Security	Par (000)		Value

Diversified Financial Services (continued)
4.10%, 02/09/27 (Call 11/09/26)	$	10	$	10,484
Franklin Resources Inc.
2.94%, 10/30/30 (Call 07/30/30)		10		8,949
3.35%, 08/12/51 (Call 02/12/51)		65		56,180
Intercontinental Exchange Inc.
1.85%, 09/15/32 (Call 06/15/32)		160		143,082
2.10%, 06/15/30 (Call 03/15/30)		10		9,439
3.00%, 06/15/50 (Call 12/15/49)		110		98,065
3.75%, 12/01/25 (Call 09/01/25)		15		15,742
Invesco Finance PLC
3.75%, 01/15/26		90		94,300
5.38%, 11/30/43		10		11,930
Jefferies Group LLC, 2.75%, 10/15/32 (Call 07/15/32)		15		13,859
Jefferies Group LLC/Jefferies Group Capital Finance Inc.
4.15%, 01/23/30		10		10,509
4.85%, 01/15/27		78		84,993
Lazard Group LLC, 3.63%, 03/01/27 (Call 12/01/26)		25		25,859
Legg Mason Inc.
4.75%, 03/15/26		25		27,202
5.63%, 01/15/44		10		12,469
Mastercard Inc.
1.90%, 03/15/31 (Call 12/15/30)		10		9,515
2.95%, 11/21/26 (Call 08/21/26)		10		10,374
2.95%, 06/01/29 (Call 03/01/29)		10		10,276
2.95%, 03/15/51 (Call 09/15/50)		10		9,496
3.30%, 03/26/27 (Call 01/26/27)		10		10,510
3.35%, 03/26/30 (Call 12/26/29)		10		10,492
3.85%, 03/26/50 (Call 09/26/49)		77		83,617
3.95%, 02/26/48 (Call 08/26/47)		40		43,758
Morgan Stanley Domestic Holdings Inc., 4.50%, 06/20/28 (Call 03/20/28)		50		53,997
Nasdaq Inc.
1.65%, 01/15/31 (Call 10/15/30)		120		105,878
3.85%, 06/30/26 (Call 03/30/26)		50		52,361
Nomura Holdings Inc.
1.65%, 07/14/26		200		189,996
2.65%, 01/16/25		200		200,630
ORIX Corp., 3.25%, 12/04/24		50		51,194
Raymond James Financial Inc.
4.65%, 04/01/30 (Call 01/01/30)		45		49,502
4.95%, 07/15/46		50		57,535
Stifel Financial Corp.
4.00%, 05/15/30 (Call 02/15/30)		15		15,762
4.25%, 07/18/24		10		10,414
Synchrony Financial
3.70%, 08/04/26 (Call 05/04/26)		50		50,945
4.25%, 08/15/24 (Call 05/15/24)		35		36,216
4.38%, 03/19/24 (Call 02/19/24)		35		36,210
4.50%, 07/23/25 (Call 04/24/25)		60		62,924
Visa Inc.
0.75%, 08/15/27 (Call 06/15/27)		10		9,264
1.10%, 02/15/31 (Call 11/15/30)		10		8,860
1.90%, 04/15/27 (Call 02/15/27)		10		9,851
2.00%, 08/15/50 (Call 02/15/50)		10		7,966
2.05%, 04/15/30 (Call 01/15/30)		60		57,901
3.15%, 12/14/25 (Call 09/14/25)		10		10,364
4.15%, 12/14/35 (Call 06/14/35)		185		207,489
4.30%, 12/14/45 (Call 06/14/45)		75		86,849


Security	Par (000)		Value

Diversified Financial Services (continued)
Western Union Co. (The)
1.35%, 03/15/26 (Call 02/15/26)	$	35	$	33,401
2.85%, 01/10/25 (Call 12/10/24)		75		75,953


				5,648,538

Electric — 2.7%
AEP Texas Inc.
3.45%, 05/15/51 (Call 11/15/50)		50		45,925
3.95%, 06/01/28 (Call 03/01/28)		15		15,805
Series H, 3.45%, 01/15/50 (Call 07/15/49)		104		95,827
Series I, 2.10%, 07/01/30 (Call 04/01/30)		35		32,316
AEP Transmission Co. LLC
3.15%, 09/15/49 (Call 03/15/49)		35		31,554
4.00%, 12/01/46 (Call 06/01/46)		10		10,482
AES Corp. (The), 1.38%, 01/15/26 (Call 12/15/25)		230		218,371
Ameren Corp., 2.50%, 09/15/24 (Call 08/15/24)		183		183,404
Ameren Illinois Co.
2.90%, 06/15/51 (Call 12/15/50)		50		44,976
3.25%, 03/15/50 (Call 09/15/49)		40		38,006
4.50%, 03/15/49 (Call 09/15/48)		35		40,205
Appalachian Power Co., Series Y, 4.50%, 03/01/49 (Call 09/01/48)		10		10,738
Arizona Public Service Co.
2.60%, 08/15/29 (Call 05/15/29)		35		34,004
4.20%, 08/15/48 (Call 02/15/48)		25		25,659
4.35%, 11/15/45 (Call 05/15/45)		35		36,518
4.50%, 04/01/42 (Call 10/01/41)		35		37,744
Avangrid Inc.
3.15%, 12/01/24 (Call 10/01/24)		37		37,733
3.20%, 04/15/25 (Call 03/15/25)		151		154,462
3.80%, 06/01/29 (Call 03/01/29)		50		52,251
Avista Corp., 4.35%, 06/01/48 (Call 12/01/47)		15		16,685
Baltimore Gas & Electric Co.
2.25%, 06/15/31 (Call 03/15/31)		150		142,602
3.75%, 08/15/47 (Call 02/15/47)		45		45,903
Berkshire Hathaway Energy Co.
2.85%, 05/15/51 (Call 11/15/50)		10		8,506
4.45%, 01/15/49 (Call 07/15/48)		75		82,342
6.13%, 04/01/36		200		255,090
Black Hills Corp.
2.50%, 06/15/30 (Call 03/15/30)		10		9,417
3.05%, 10/15/29 (Call 07/15/29)		10		9,919
4.25%, 11/30/23 (Call 08/30/23)		15		15,511
CenterPoint Energy Houston Electric LLC, Series AD, 2.90%, 07/01/50 (Call 01/01/50)		41		36,767
CenterPoint Energy Inc.
2.95%, 03/01/30 (Call 12/01/29)		41		40,524
3.70%, 09/01/49 (Call 03/01/49)		35		34,367
4.25%, 11/01/28 (Call 08/01/28)		25		26,739
CMS Energy Corp.
3.45%, 08/15/27 (Call 05/15/27)		15		15,585
3.75%, 12/01/50 (Call 12/01/30)^(a)		15		13,515
Commonwealth Edison Co.
4.00%, 03/01/49 (Call 09/01/48)		35		37,286
4.70%, 01/15/44 (Call 07/15/43)		100		115,279
Series 123, 3.75%, 08/15/47 (Call 02/15/47)		35		35,522
Connecticut Light & Power Co. (The), Series A, 4.15%, 06/01/45 (Call 12/01/44)		50		54,021
Consolidated Edison Co. of New York Inc.
2.40%, 06/15/31 (Call 03/15/31)		100		95,320
3.60%, 06/15/61 (Call 12/15/60)		60		56,166


Security	Par (000)		Value

Electric (continued)
4.45%, 03/15/44 (Call 09/15/43)	$	115	$	123,793
4.50%, 05/15/58 (Call 11/15/57)		25		27,236
Series 05-A, 5.30%, 03/01/35		50		58,642
Series 2017, 3.88%, 06/15/47 (Call 12/15/46)		50		49,909
Series C, 4.30%, 12/01/56 (Call 06/01/56)		5		5,284
Constellation Energy Generation LLC
3.25%, 06/01/25 (Call 05/01/25)		10		10,218
5.60%, 06/15/42 (Call 12/15/41)		5		5,490
Consumers Energy Co.
3.10%, 08/15/50 (Call 02/15/50)		45		42,420
3.50%, 08/01/51 (Call 02/01/51)		50		49,950
3.75%, 02/15/50 (Call 08/15/49)		35		36,246
4.05%, 05/15/48 (Call 11/15/47)		5		5,395
Dominion Energy Inc.
Series A, 1.45%, 04/15/26 (Call 03/15/26)		150		144,088
Series E, 6.30%, 03/15/33		35		43,425
Dominion Energy South Carolina Inc., 6.05%, 01/15/38		100		129,362
DTE Electric Co.
2.95%, 03/01/50 (Call 09/01/49)		65		59,512
3.65%, 03/01/52 (Call 09/01/51)		10		10,378
3.70%, 06/01/46 (Call 12/01/45)		40		41,193
3.75%, 08/15/47 (Call 02/15/47)		35		36,031
Series A, 3.00%, 03/01/32 (Call 12/01/31)		10		10,150
DTE Energy Co.
Series C, 3.40%, 06/15/29 (Call 03/15/29)		35		35,766
Series F, 1.05%, 06/01/25 (Call 05/01/25)		60		57,354
Duke Energy Carolinas LLC, 2.45%, 02/01/30 (Call 11/01/29)		50		48,495
Duke Energy Corp.
0.90%, 09/15/25 (Call 08/15/25)		10		9,492
2.45%, 06/01/30 (Call 03/01/30)		10		9,462
2.55%, 06/15/31 (Call 03/15/31)		10		9,373
2.65%, 09/01/26 (Call 06/01/26)		10		10,055
3.15%, 08/15/27 (Call 05/15/27)		10		10,214
3.25%, 01/15/82 (Call 10/15/26)^(a)		15		13,732
3.30%, 06/15/41 (Call 12/15/40)		75		69,013
3.40%, 06/15/29 (Call 03/15/29)		10		10,180
3.50%, 06/15/51 (Call 12/15/50)		10		9,184
3.75%, 04/15/24 (Call 01/15/24)		10		10,323
3.75%, 09/01/46 (Call 03/01/46)		75		71,627
3.95%, 10/15/23 (Call 07/15/23)		125		128,344
3.95%, 08/15/47 (Call 02/15/47)		200		196,614
Duke Energy Florida LLC
3.20%, 01/15/27 (Call 10/15/26)		50		51,671
3.85%, 11/15/42 (Call 05/15/42)		5		5,128
4.20%, 07/15/48 (Call 01/15/48)		10		10,929
6.35%, 09/15/37		140		185,849
Duke Energy Indiana LLC, Series YYY, 3.25%, 10/01/49 (Call 04/01/49)		10		9,212
Duke Energy Progress LLC, 4.15%, 12/01/44 (Call 06/01/44)		168		178,406
Edison International, 4.13%, 03/15/28 (Call 12/15/27)		100		102,945
Emera U.S. Finance LP, 4.75%, 06/15/46 (Call 12/15/45)		50		53,315
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26)		25		25,756
Enel Chile SA, 4.88%, 06/12/28 (Call 03/12/28)		20		21,334
Entergy Arkansas LLC, 4.00%, 06/01/28 (Call 03/01/28)		50		53,069
Entergy Corp.
0.90%, 09/15/25 (Call 08/15/25)		10		9,457
1.90%, 06/15/28 (Call 04/15/28)		100		93,764
2.40%, 06/15/31 (Call 03/05/31)		5		4,637
2.95%, 09/01/26 (Call 06/01/26)		100		101,276


Security	Par (000)		Value

Electric (continued)
Entergy Louisiana LLC
0.95%, 10/01/24 (Call 10/01/22)	$	25	$	24,301
3.25%, 04/01/28 (Call 01/01/28)		50		51,298
4.20%, 09/01/48 (Call 03/01/48)		50		53,744
Entergy Texas Inc., 4.00%, 03/30/29 (Call 12/30/28)		50		53,293
Evergy Kansas Central Inc.
3.25%, 09/01/49 (Call 03/01/49)		60		55,745
4.25%, 12/01/45 (Call 06/01/45)		35		37,360
Evergy Metro Inc.
4.20%, 06/15/47 (Call 12/15/46)		15		16,331
Series 2020, 2.25%, 06/01/30 (Call 03/01/30)		85		81,501
Eversource Energy
2.55%, 03/15/31 (Call 12/15/30)		50		47,599
2.90%, 03/01/27 (Call 02/01/27)		10		10,066
3.38%, 03/01/32 (Call 12/01/31)		10		10,129
3.45%, 01/15/50 (Call 07/15/49)		15		14,075
Series L, 2.90%, 10/01/24 (Call 08/01/24)		110		111,618
Series M, 3.30%, 01/15/28 (Call 10/15/27)		10		10,185
Exelon Corp.
3.40%, 04/15/26 (Call 01/15/26)		150		154,821
3.95%, 06/15/25 (Call 03/15/25)		60		62,417
4.05%, 04/15/30 (Call 01/15/30)		50		53,023
4.70%, 04/15/50 (Call 10/15/49)		140		158,745
Exelon Generation Co. LLC, 5.75%, 10/01/41 (Call 04/01/41)		5		5,647
Florida Power & Light Co.
2.85%, 04/01/25 (Call 03/01/25)		10		10,211
4.13%, 02/01/42 (Call 08/01/41)		35		37,876
4.13%, 06/01/48 (Call 12/01/47)		35		38,933
5.25%, 02/01/41 (Call 08/01/40)		100		122,005
5.96%, 04/01/39		35		45,862
Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26)		10		10,096
Georgia Power Co.
4.30%, 03/15/42		5		5,220
4.30%, 03/15/43		5		5,149
Series A, 2.10%, 07/30/23		10		10,043
Series A, 3.25%, 03/15/51 (Call 09/15/50)		105		93,883
Series B, 3.70%, 01/30/50 (Call 07/30/49)		5		4,755
Iberdrola International BV
5.81%, 03/15/25		100		110,482
6.75%, 07/15/36		55		75,203
Indiana Michigan Power Co., 4.25%, 08/15/48 (Call 02/15/48)		35		37,654
Interstate Power & Light Co.
2.30%, 06/01/30 (Call 03/01/30)		20		19,027
3.60%, 04/01/29 (Call 01/01/29)		5		5,189
ITC Holdings Corp.
3.35%, 11/15/27 (Call 08/15/27)		95		97,956
3.65%, 06/15/24 (Call 03/15/24)		50		51,294
Kentucky Utilities Co., 5.13%, 11/01/40 (Call 05/01/40)		40		46,941
Louisville Gas & Electric Co., 4.25%, 04/01/49 (Call 10/01/48)		10		10,874
Mississippi Power Co., Series B, 3.10%, 07/30/51 (Call 01/30/51)		5		4,442
National Rural Utilities Cooperative Finance Corp.
3.05%, 04/25/27 (Call 01/25/27)		50		51,152
3.70%, 03/15/29 (Call 12/15/28)		65		68,269
3.90%, 11/01/28 (Call 08/01/28)		10		10,662
4.30%, 03/15/49 (Call 09/15/48)		15		16,793
4.75%, 04/30/43 (Call 04/30/23), (3 mo. LIBOR US + 2.910%)^(a)		64		62,884
Nevada Power Co., Series CC, 3.70%, 05/01/29 (Call 02/01/29)		50		52,626


Security	Par (000)		Value

Electric (continued)
NextEra Energy Capital Holdings Inc.
1.88%, 01/15/27 (Call 12/15/26)	$	45	$	43,570
1.90%, 06/15/28 (Call 04/15/28)		100		95,066
2.25%, 06/01/30 (Call 03/01/30)		50		46,496
2.44%, 01/15/32 (Call 10/15/31)		25		23,414
3.00%, 01/15/52 (Call 07/15/51)		30		25,933
3.50%, 04/01/29 (Call 01/01/29)		171		176,053
3.55%, 05/01/27 (Call 02/01/27)		10		10,404
Northern States Power Co./MN
2.90%, 03/01/50 (Call 09/01/49)		35		31,720
3.60%, 09/15/47 (Call 03/15/47)		35		35,316
6.20%, 07/01/37		35		46,775
NSTAR Electric Co., 1.95%, 08/15/31 (Call 05/15/31)		5		4,632
Oglethorpe Power Corp., 5.25%, 09/01/50		22		25,534
Ohio Power Co.
4.00%, 06/01/49 (Call 12/01/48)		35		36,364
4.15%, 04/01/48 (Call 10/01/47)		35		36,588
Oklahoma Gas & Electric Co.
0.55%, 05/26/23 (Call 04/11/22)		35		34,518
3.25%, 04/01/30 (Call 10/01/29)		50		50,834
4.15%, 04/01/47 (Call 10/01/46)		35		37,521
Oncor Electric Delivery Co. LLC
2.70%, 11/15/51 (Call 05/15/51)^(b)		10		8,635
2.75%, 05/15/30 (Call 02/15/30)		15		14,945
3.80%, 09/30/47 (Call 03/30/47)		35		36,263
4.10%, 11/15/48 (Call 05/15/48)		15		16,369
4.55%, 12/01/41 (Call 06/01/41)		29		32,720
Pacific Gas and Electric Co.
2.50%, 02/01/31 (Call 11/01/30)		165		146,847
3.30%, 08/01/40 (Call 02/01/40)		50		41,952
3.50%, 08/01/50 (Call 02/01/50)		65		53,524
3.95%, 12/01/47 (Call 06/01/47)		100		86,890
4.20%, 06/01/41 (Call 12/01/40)		10		9,175
4.50%, 07/01/40 (Call 01/01/40)		75		70,960
4.55%, 07/01/30 (Call 01/01/30)		20		20,559
4.75%, 02/15/44 (Call 08/15/43)		10		9,565
4.95%, 07/01/50 (Call 01/01/50)		90		89,456
PacifiCorp.
2.90%, 06/15/52 (Call 12/15/51)		10		8,851
4.15%, 02/15/50 (Call 08/15/49)		75		79,380
6.00%, 01/15/39		100		126,836
PECO Energy Co.
3.05%, 03/15/51 (Call 09/15/50)		5		4,621
3.70%, 09/15/47 (Call 03/15/47)		10		10,243
Pinnacle West Capital Corp., 1.30%, 06/15/25 (Call 05/15/25)		200		191,954
PPL Electric Utilities Corp., 4.15%, 06/15/48 (Call 12/15/47)		100		108,802
Public Service Co. of Colorado
4.05%, 09/15/49 (Call 03/15/49)		95		101,435
Series 17, 6.25%, 09/01/37		60		81,618
Public Service Electric & Gas Co.
1.90%, 08/15/31 (Call 05/15/31)		65		60,330
2.45%, 01/15/30 (Call 10/15/29)		5		4,914
3.20%, 05/15/29 (Call 02/15/29)		5		5,142
3.60%, 12/01/47 (Call 06/01/47)		5		5,047
3.80%, 03/01/46 (Call 09/01/45)		10		10,413
3.85%, 05/01/49 (Call 11/01/48)		10		10,551
4.05%, 05/01/48 (Call 11/01/47)		50		54,042
Public Service Enterprise Group Inc.
0.80%, 08/15/25 (Call 07/15/25)		110		104,004
2.88%, 06/15/24 (Call 05/15/24)		250		253,497


Security	Par (000)		Value

Electric (continued)
Puget Energy Inc.
2.38%, 06/15/28 (Call 04/15/28)	$	5	$	4,762
4.10%, 06/15/30 (Call 03/15/30)		65		67,799
Puget Sound Energy Inc., 3.25%, 09/15/49 (Call 03/15/49)		56		52,207
San Diego Gas & Electric Co., Series WWW, 2.95%, 08/15/51 (Call 02/15/51)		100		89,614
Sempra Energy, 4.00%, 02/01/48 (Call 08/01/47)		60		60,572
Southern California Edison Co.
3.65%, 02/01/50 (Call 08/01/49)		145		137,034
4.00%, 04/01/47 (Call 10/01/46)		5		4,921
4.65%, 10/01/43 (Call 04/01/43)		100		106,868
Southern Co. (The)
2.95%, 07/01/23 (Call 05/01/23)		10		10,127
3.25%, 07/01/26 (Call 04/01/26)		10		10,224
4.25%, 07/01/36 (Call 01/01/36)		10		10,503
4.40%, 07/01/46 (Call 01/01/46)		206		215,717
Series 21-A, 0.60%, 02/26/24 (Call 01/26/24)		10		9,710
Series 21-A, 3.75%, 09/15/51 (Call 06/15/26)^(a)		10		9,294
Series A, 3.70%, 04/30/30 (Call 01/30/30)		10		10,312
Southwestern Public Service Co., Series 6, 4.40%, 11/15/48 (Call 05/15/48)		35		39,068
Tampa Electric Co.
4.30%, 06/15/48 (Call 12/15/47)		30		33,233
4.35%, 05/15/44 (Call 11/15/43)		35		38,293
4.45%, 06/15/49 (Call 12/15/48)		25		28,551
Tucson Electric Power Co.
1.50%, 08/01/30 (Call 05/01/30)		10		8,878
4.00%, 06/15/50 (Call 12/15/49)		30		30,622
Union Electric Co.
2.95%, 06/15/27 (Call 03/15/27)		60		61,262
3.25%, 10/01/49 (Call 04/01/49)		30		28,795
3.65%, 04/15/45 (Call 10/15/44)		35		35,151
Virginia Electric & Power Co.
2.45%, 12/15/50 (Call 06/15/50)		50		40,995
4.00%, 01/15/43 (Call 07/15/42)		100		105,795
4.60%, 12/01/48 (Call 06/01/48)		50		58,210
Series A, 3.15%, 01/15/26 (Call 10/15/25)		150		153,993
Series B, 2.95%, 11/15/26 (Call 08/15/26)		35		35,673
Series D, 4.65%, 08/15/43 (Call 02/15/43)		35		39,493
WEC Energy Group Inc., 0.80%, 03/15/24 (Call 02/15/24)		35		34,154
Wisconsin Electric Power Co.
1.70%, 06/15/28 (Call 04/15/28)		35		33,039
4.30%, 10/15/48 (Call 04/15/48)		35		38,595
Wisconsin Power and Light Co.
1.95%, 09/16/31 (Call 06/16/31)		5		4,661
3.00%, 07/01/29 (Call 04/01/29)		50		50,468
3.05%, 10/15/27 (Call 07/15/27)		100		101,987
3.65%, 04/01/50 (Call 10/01/49)		5		5,062
Wisconsin Public Service Corp., 3.30%, 09/01/49 (Call 03/01/49)		30		28,427
Xcel Energy Inc.
2.35%, 11/15/31 (Call 05/15/31)		10		9,432
3.40%, 06/01/30 (Call 12/01/29)		65		66,941


				11,435,843

Electrical Components & Equipment — 0.0%
Acuity Brands Lighting Inc., 2.15%, 12/15/30 (Call 09/15/30)		10		9,243
Emerson Electric Co., 0.88%, 10/15/26 (Call 09/15/26)		10		9,436


				18,679


Security	Par (000)		Value

Electronics — 0.3%
Agilent Technologies Inc.
2.30%, 03/12/31 (Call 12/12/30)	$	60	$	56,111
3.88%, 07/15/23 (Call 04/15/23)		25		25,587
Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29)		50		50,775
Amphenol Corp., 2.05%, 03/01/25 (Call 02/01/25)		10		9,924
Arrow Electronics Inc., 3.25%, 09/08/24 (Call 07/08/24)		10		10,165
Flex Ltd.
4.88%, 06/15/29 (Call 03/15/29)		40		43,279
4.88%, 05/12/30 (Call 02/12/30)		25		26,997
Fortive Corp., 3.15%, 06/15/26 (Call 03/15/26)		90		92,686
Honeywell International Inc.
1.10%, 03/01/27 (Call 02/01/27)		50		47,275
1.35%, 06/01/25 (Call 05/01/25)		10		9,770
1.95%, 06/01/30 (Call 03/01/30)		10		9,432
2.30%, 08/15/24 (Call 07/15/24)		10		10,102
2.50%, 11/01/26 (Call 08/01/26)		10		10,131
2.80%, 06/01/50 (Call 12/01/49)^(c)		10		9,460
3.81%, 11/21/47 (Call 05/21/47)		115		126,761
Hubbell Inc.
2.30%, 03/15/31 (Call 12/15/30)		50		47,469
3.35%, 03/01/26 (Call 12/01/25)		15		15,455
Jabil Inc., 3.00%, 01/15/31 (Call 10/15/30)		10		9,573
Keysight Technologies Inc., 4.60%, 04/06/27 (Call 01/06/27)		50		54,588
Legrand France SA, 8.50%, 02/15/25		190		223,577
TD SYNNEX Corp.
1.25%, 08/09/24 (Call 08/09/22)^(b)		10		9,703
1.75%, 08/09/26 (Call 07/09/26)^(b)		10		9,497
2.38%, 08/09/28 (Call 06/09/28)^(b)		25		23,293
2.65%, 08/09/31 (Call 05/09/31)^(b)		10		8,986
Trimble Inc.
4.75%, 12/01/24 (Call 09/01/24)		40		42,198
4.90%, 06/15/28 (Call 03/15/28)		25		26,923
Vontier Corp
1.80%, 04/01/26 (Call 03/01/26)		110		102,749
2.40%, 04/01/28 (Call 02/01/28)		75		68,860
2.95%, 04/01/31 (Call 01/01/31)		50		45,409


				1,226,735

Environmental Control — 0.0%
Republic Services Inc.
1.45%, 02/15/31 (Call 11/15/30)		15		13,248
1.75%, 02/15/32 (Call 11/15/31)		10		8,918
2.50%, 08/15/24 (Call 07/15/24)		10		10,098
3.05%, 03/01/50 (Call 09/01/49)		15		13,833
Waste Connections Inc., 2.60%, 02/01/30 (Call 11/01/29)		10		9,709
Waste Management Inc.
0.75%, 11/15/25 (Call 10/15/25)		10		9,450
1.50%, 03/15/31 (Call 12/15/30)		10		8,952
3.15%, 11/15/27 (Call 08/15/27)		10		10,290


				84,498

Food — 0.3%
Ahold Finance USA LLC, 6.88%, 05/01/29		50		62,449
Campbell Soup Co.
2.38%, 04/24/30 (Call 01/24/30)		10		9,518
3.13%, 04/24/50 (Call 10/24/49)		25		21,912
3.95%, 03/15/25 (Call 01/15/25)		10		10,434
4.15%, 03/15/28 (Call 12/15/27)		10		10,678
Conagra Brands Inc.
1.38%, 11/01/27 (Call 09/01/27)		10		9,194
4.30%, 05/01/24 (Call 04/01/24)		10		10,381
4.60%, 11/01/25 (Call 09/01/25)		10		10,644


Security	Par (000)		Value

Food (continued)
4.85%, 11/01/28 (Call 08/01/28)	$	10	$	10,985
5.40%, 11/01/48 (Call 05/01/48)		60		72,670
Flowers Foods Inc., 2.40%, 03/15/31 (Call 12/15/30)		10		9,432
General Mills Inc.
2.88%, 04/15/30 (Call 01/15/30)		10		9,991
3.70%, 10/17/23 (Call 09/17/23)		10		10,289
4.20%, 04/17/28 (Call 01/17/28)		10		10,772
Hershey Co. (The)
3.13%, 11/15/49 (Call 05/15/49)		25		24,487
3.38%, 05/15/23 (Call 04/15/23)		15		15,326
Hormel Foods Corp.
0.65%, 06/03/24 (Call 06/03/22)		300		292,161
1.70%, 06/03/28 (Call 04/03/28)		10		9,551
3.05%, 06/03/51 (Call 12/03/50)		10		9,526
JM Smucker Co. (The)
2.13%, 03/15/32 (Call 12/15/31)		50		45,748
2.38%, 03/15/30 (Call 12/15/29)		10		9,523
2.75%, 09/15/41 (Call 03/15/41)		15		13,009
3.50%, 03/15/25		27		27,937
4.25%, 03/15/35		50		53,963
Kellogg Co.
2.10%, 06/01/30 (Call 03/01/30)		10		9,402
3.25%, 04/01/26		10		10,266
4.30%, 05/15/28 (Call 02/15/28)		65		70,587
Kroger Co. (The)
1.70%, 01/15/31 (Call 10/15/30)		10		9,058
2.20%, 05/01/30 (Call 02/01/30)		10		9,465
2.65%, 10/15/26 (Call 07/15/26)		60		60,560
3.70%, 08/01/27 (Call 05/01/27)		10		10,536
3.95%, 01/15/50 (Call 07/15/49)		10		10,284
5.15%, 08/01/43 (Call 02/01/43)		47		54,618
McCormick & Co. Inc./MD
0.90%, 02/15/26 (Call 01/15/26)		10		9,429
3.15%, 08/15/24 (Call 06/15/24)		10		10,242
Mondelez International Inc.
1.50%, 05/04/25 (Call 04/04/25)		10		9,740
2.63%, 09/04/50 (Call 03/04/50)		10		8,430
2.75%, 04/13/30 (Call 01/13/30)		10		9,854
Sysco Corp.
2.40%, 02/15/30 (Call 11/15/29)		10		9,556
3.30%, 07/15/26 (Call 04/15/26)		10		10,301
5.95%, 04/01/30 (Call 01/01/30)		10		11,939
6.60%, 04/01/40 (Call 10/01/39)		60		80,250
6.60%, 04/01/50 (Call 10/01/49)		60		83,187
Tyson Foods Inc.
3.95%, 08/15/24 (Call 05/15/24)		125		129,829
4.00%, 03/01/26 (Call 01/01/26)		10		10,467
4.55%, 06/02/47 (Call 12/02/46)		50		55,532
5.10%, 09/28/48 (Call 03/28/48)		10		11,990


				1,466,102

Forest Products & Paper — 0.1%
Fibria Overseas Finance Ltd., 5.50%, 01/17/27		51		54,838
Georgia-Pacific LLC
7.75%, 11/15/29		25		33,292
8.88%, 05/15/31		50		72,544
International Paper Co.
4.40%, 08/15/47 (Call 02/15/47)		100		109,634
4.80%, 06/15/44 (Call 12/15/43)		44		49,785


Security	Par (000)		Value

Forest Products & Paper (continued)
Suzano Austria GmbH
2.50%, 09/15/28 (Call 07/15/28)	$	25	$	22,874
3.13%, 01/15/32 (Call 10/15/31)		15		13,323


				356,290

Gas — 0.2%
Atmos Energy Corp.
2.63%, 09/15/29 (Call 06/15/29)		10		9,796
3.00%, 06/15/27 (Call 03/15/27)		10		10,278
3.38%, 09/15/49 (Call 03/15/49)		35		33,213
4.13%, 03/15/49 (Call 09/15/48)		59		63,315
4.15%, 01/15/43 (Call 07/15/42)		35		36,516
CenterPoint Energy Resources Corp.
1.75%, 10/01/30 (Call 07/01/30)		15		13,545
4.10%, 09/01/47 (Call 03/01/47)		15		15,576
Eastern Energy Gas Holdings LLC, Series A, 2.50%, 11/15/24 (Call 10/15/24)		25		25,053
NiSource Inc.
0.95%, 08/15/25 (Call 07/15/25)		60		56,735
1.70%, 02/15/31 (Call 11/15/30)		100		88,014
2.95%, 09/01/29 (Call 06/01/29)		5		4,923
3.49%, 05/15/27 (Call 02/15/27)		15		15,500
3.60%, 05/01/30 (Call 02/01/30)		10		10,228
3.95%, 03/30/48 (Call 09/30/47)		85		83,398
ONE Gas Inc.
0.85%, 03/11/23 (Call 04/11/22)		10		9,916
2.00%, 05/15/30 (Call 02/15/30)		10		9,345
4.66%, 02/01/44 (Call 08/01/43)		25		28,392
Southern California Gas Co.
3.75%, 09/15/42 (Call 03/15/42)		5		5,038
Series UU, 4.13%, 06/01/48 (Call 12/01/47)		5		5,338
Series WW, 3.95%, 02/15/50 (Call 08/15/49)		5		5,277
Southern Co. Gas Capital Corp.
2.45%, 10/01/23 (Call 08/01/23)		15		15,135
Series 21A, 3.15%, 09/30/51 (Call 03/30/51)		5		4,405
Southwest Gas Corp.
2.20%, 06/15/30 (Call 03/15/30)		70		65,021
4.15%, 06/01/49 (Call 12/01/48)		20		20,703
Spire Missouri Inc., 3.30%, 06/01/51 (Call 12/01/50)		15		14,346
Washington Gas Light Co., Series K, 3.80%, 09/15/46 (Call 03/15/46)		10		10,426


				659,432

Hand & Machine Tools — 0.0%
Kennametal Inc., 4.63%, 06/15/28 (Call 03/15/28)		25		26,859
Snap-on Inc., 3.10%, 05/01/50 (Call 11/01/49)		15		14,138
Stanley Black & Decker Inc.
2.30%, 03/15/30 (Call 12/15/29)		15		14,441
2.75%, 11/15/50 (Call 05/15/50)		5		4,284
3.00%, 05/15/32 (Call 02/15/32)		10		10,048


				69,770

Health Care - Products — 0.4%
Abbott Laboratories
2.95%, 03/15/25 (Call 12/15/24)		10		10,259
3.40%, 11/30/23 (Call 09/30/23)		10		10,282
3.75%, 11/30/26 (Call 08/30/26)		10		10,668
4.75%, 11/30/36 (Call 05/30/36)		65		77,441
4.90%, 11/30/46 (Call 05/30/46)		95		117,370
5.30%, 05/27/40		50		62,574
Baxter International Inc.
1.73%, 04/01/31 (Call 01/01/31)		10		9,030
2.60%, 08/15/26 (Call 05/15/26)		50		50,295


Security	Par (000)		Value

Health Care - Products (continued)
Boston Scientific Corp.
1.90%, 06/01/25 (Call 05/01/25)	$	83	$	81,579
2.65%, 06/01/30 (Call 03/01/30)		60		58,243
4.00%, 03/01/29 (Call 12/01/28)		10		10,638
4.70%, 03/01/49 (Call 09/01/48)		25		28,490
Danaher Corp.
2.60%, 10/01/50 (Call 04/01/50)		10		8,518
4.38%, 09/15/45 (Call 03/15/45)		15		16,802
DENTSPLY SIRONA Inc., 3.25%, 06/01/30 (Call 03/01/30)		15		15,093
DH Europe Finance II Sarl
2.20%, 11/15/24 (Call 10/15/24)		10		10,007
3.40%, 11/15/49 (Call 05/15/49)		40		39,133
Koninklijke Philips NV, 5.00%, 03/15/42		39		45,842
Medtronic Inc.
3.50%, 03/15/25		10		10,429
4.00%, 04/01/43 (Call 10/01/42)		50		55,965
4.38%, 03/15/35		85		97,385
4.63%, 03/15/45		50		58,895
PerkinElmer Inc., 3.30%, 09/15/29 (Call 06/15/29)		10		10,066
Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30)		25		22,623
STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/51 (Call 09/15/50)		150		143,865
Stryker Corp.
1.15%, 06/15/25 (Call 05/15/25)		10		9,635
1.95%, 06/15/30 (Call 03/15/30)		10		9,257
3.38%, 05/15/24 (Call 02/15/24)		31		31,754
3.38%, 11/01/25 (Call 08/01/25)		200		206,454
3.50%, 03/15/26 (Call 12/15/25)		10		10,387
4.38%, 05/15/44 (Call 11/15/43)		35		38,964
Thermo Fisher Scientific Inc.
2.60%, 10/01/29 (Call 07/01/29)		52		51,391
4.10%, 08/15/47 (Call 02/15/47)		25		27,759
Zimmer Biomet Holdings Inc., 3.05%, 01/15/26 (Call 12/15/25)		110		111,714


				1,558,807

Health Care - Services — 1.2%
Adventist Health System/West
2.95%, 03/01/29 (Call 12/01/28)		25		25,173
3.63%, 03/01/49 (Call 09/01/48)		55		56,894
Advocate Health & Hospitals Corp.
4.27%, 08/15/48 (Call 02/15/48)		30		34,161
Series 2020, 3.01%, 06/15/50 (Call 12/15/49)		50		47,189
Aetna Inc.
2.80%, 06/15/23 (Call 04/15/23)		210		212,707
4.75%, 03/15/44 (Call 09/15/43)		50		55,715
6.63%, 06/15/36		5		6,658
Anthem Inc.
1.50%, 03/15/26 (Call 02/15/26)		10		9,673
2.25%, 05/15/30 (Call 02/15/30)		10		9,471
2.38%, 01/15/25 (Call 12/15/24)		10		10,048
2.88%, 09/15/29 (Call 06/15/29)		10		9,986
3.13%, 05/15/50 (Call 11/15/49)		50		45,475
3.50%, 08/15/24 (Call 05/15/24)		10		10,288
3.60%, 03/15/51 (Call 09/15/50)		50		49,213
3.65%, 12/01/27 (Call 09/01/27)		305		319,963
4.38%, 12/01/47 (Call 06/01/47)		50		54,975
4.55%, 03/01/48 (Call 09/01/47)		75		84,577
Ascension Health, Series B, 3.11%, 11/15/39 (Call 05/15/39)		86		85,132
Banner Health, 2.91%, 01/01/51 (Call 07/01/50)		50		45,864


Security	Par (000)		Value

Health Care - Services (continued)
Baptist Health South Florida Obligated Group, Series 2021, 3.12%, 11/15/71 (Call 05/15/71)	$	50	$	43,758
BHSH System Obligated Group, Series 19A, 3.49%, 07/15/49 (Call 01/15/49)		50		49,958
Bon Secours Mercy Health Inc.
3.46%, 06/01/30 (Call 12/01/29)		50		52,227
Series 20-2, 2.10%, 06/01/31 (Call 12/01/30)		15		13,931
Series 20-2, 3.21%, 06/01/50 (Call 12/01/49)		55		51,114
Children’s Hospital Corp. (The), Series 2017, 4.12%, 01/01/47 (Call 07/01/46)		5		5,670
Children’s Hospital Medical Center/Cincinnati OH, 4.27%, 05/15/44		5		5,587
City of Hope, Series 2018, 4.38%, 08/15/48 (Call 02/15/48)		50		57,546
CommonSpirit Health, 3.35%, 10/01/29 (Call 04/01/29)		267		270,105
Dignity Health, 5.27%, 11/01/64		25		31,113
Franciscan Missionaries of Our Lady Health System Inc., Series B, 3.91%, 07/01/49 (Call 01/01/49)		50		51,421
Hackensack Meridian Health Inc.
4.21%, 07/01/48 (Call 01/01/48)		25		28,383
4.50%, 07/01/57 (Call 01/01/57)		5		6,056
Series 2020, 2.88%, 09/01/50 (Call 03/01/50)		5		4,591
Hartford HealthCare Corp., 3.45%, 07/01/54		5		4,848
HCA Inc.
2.38%, 07/15/31 (Call 04/15/31)		10		9,217
3.50%, 07/15/51 (Call 01/15/51)		10		8,885
4.13%, 06/15/29 (Call 03/15/29)		10		10,496
4.50%, 02/15/27 (Call 08/15/26)		10		10,590
5.00%, 03/15/24		10		10,510
5.13%, 06/15/39 (Call 12/15/38)		100		111,590
5.25%, 04/15/25		10		10,739
5.25%, 06/15/26 (Call 12/15/25)		10		10,835
5.25%, 06/15/49 (Call 12/15/48)		70		79,654
5.50%, 06/15/47 (Call 12/15/46)		10		11,704
Humana Inc.
0.65%, 08/03/23 (Call 03/18/22)		10		9,846
1.35%, 02/03/27 (Call 01/03/27)		10		9,420
2.15%, 02/03/32 (Call 11/03/31)		10		9,190
3.13%, 08/15/29 (Call 05/15/29)		15		15,082
3.95%, 08/15/49 (Call 02/15/49)		50		51,269
Indiana University Health Inc. Obligated Group, 3.97%, 11/01/48 (Call 05/01/48)		40		44,279
Integris Baptist Medical Center Inc., Series A, 3.88%, 08/15/50 (Call 02/15/50)		25		26,378
Johns Hopkins Health System Corp. (The), 3.84%, 05/15/46		50		54,512
Kaiser Foundation Hospitals
4.88%, 04/01/42		50		59,968
Series 2021, 2.81%, 06/01/41 (Call 12/01/40)		57		52,616
Series 2021, 3.00%, 06/01/51 (Call 12/01/50)		75		69,651
Laboratory Corp. of America Holdings
1.55%, 06/01/26 (Call 05/01/26)		10		9,587
2.30%, 12/01/24 (Call 11/01/24)		10		9,997
2.70%, 06/01/31 (Call 03/01/31)		10		9,587
3.25%, 09/01/24 (Call 07/01/24)		187		190,654
3.60%, 02/01/25 (Call 11/01/24)		10		10,284
3.60%, 09/01/27 (Call 06/01/27)		10		10,455
4.70%, 02/01/45 (Call 08/01/44)		75		82,738
Mass General Brigham Inc.
Series 2015, 4.12%, 07/01/55		25		28,376
Series 2017, 3.77%, 07/01/48 (Call 01/01/48)		50		54,991
Mayo Clinic
Series 2016, 4.13%, 11/15/52		50		58,014


Security	Par (000)		Value

Health Care - Services (continued)
Series 2021, 3.20%, 11/15/61 (Call 05/15/61)	$	25	$	24,251
Memorial Health Services, 3.45%, 11/01/49 (Call 05/01/49)		30		29,725
Memorial Sloan-Kettering Cancer Center, Series 2015, 4.20%, 07/01/55		60		69,598
Methodist Hospital (The), Series 20A, 2.71%, 12/01/50 (Call 06/01/50)		85		74,551
MidMichigan Health, Series 2020, 3.41%, 06/01/50 (Call 12/01/49)		5		4,845
Montefiore Obligated Group, Series 18-C, 5.25%, 11/01/48 (Call 05/01/48)		5		5,193
Mount Sinai Hospitals Group Inc.
Series 2017, 3.98%, 07/01/48		10		10,789
Series 2019, 3.74%, 07/01/49 (Call 01/01/49)		25		25,329
Series 2020, 3.39%, 07/01/50 (Call 07/01/49)		5		4,647
MultiCare Health System, 2.80%, 08/15/50 (Call 02/15/50)		50		44,640
Northwell Healthcare Inc., 3.81%, 11/01/49 (Call 11/01/48)		5		5,125
Northwestern Memorial Healthcare Obligated Group, Series 2021, 2.63%, 07/15/51 (Call 01/15/51)		55		47,165
NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery, Series 2020, 2.67%, 10/01/50 (Call 04/01/50)		50		43,621
Ochsner LSU Health System of North Louisiana, Series 2021, 2.51%, 05/15/31 (Call 11/15/30)		70		64,519
Orlando Health Obligated Group, 3.33%, 10/01/50 (Call 04/01/50)		60		58,673
PeaceHealth Obligated Group, Series 2020, 3.22%, 11/15/50 (Call 05/15/50)		10		9,206
Piedmont Healthcare Inc.
2.04%, 01/01/32 (Call 07/01/31)		15		13,753
Series 2042, 2.72%, 01/01/42 (Call 07/01/41)		25		22,047
Providence St Joseph Health Obligated Group, Series I, 3.74%, 10/01/47		5		5,302
Quest Diagnostics Inc.
2.80%, 06/30/31 (Call 03/30/31)		10		9,702
2.95%, 06/30/30 (Call 03/30/30)		10		9,871
4.25%, 04/01/24 (Call 01/01/24)		25		25,999
RWJ Barnabas Health Inc., 3.95%, 07/01/46 (Call 07/01/45)		50		53,853
Seattle Children’s Hospital, Series 2021, 2.72%, 10/01/50 (Call 10/01/49)		5		4,381
Sutter Health, Series 2018, 4.09%, 08/15/48 (Call 02/15/48)		5		5,448
Texas Health Resources, 2.33%, 11/15/50 (Call 05/15/50)		55		47,029
Toledo Hospital (The), 5.75%, 11/15/38 (Call 11/15/28)		50		55,825
Trinity Health Corp., 4.13%, 12/01/45		50		55,963
UnitedHealth Group Inc.
0.55%, 05/15/24 (Call 05/15/22)		10		9,746
1.15%, 05/15/26 (Call 04/15/26)		10		9,607
2.00%, 05/15/30		10		9,462
2.30%, 05/15/31 (Call 02/15/31)		210		202,390
2.38%, 08/15/24		10		10,121
2.75%, 05/15/40 (Call 11/15/39)		10		9,220
2.88%, 08/15/29		10		10,136
2.90%, 05/15/50 (Call 11/15/49)		110		100,146
2.95%, 10/15/27		10		10,303
3.10%, 03/15/26		10		10,349
3.25%, 05/15/51 (Call 11/15/50)		10		9,698
3.45%, 01/15/27		10		10,521
3.50%, 06/15/23		10		10,255
3.50%, 02/15/24		210		217,245
3.50%, 08/15/39 (Call 02/15/39)		10		10,201
3.70%, 08/15/49 (Call 02/15/49)		100		103,506
3.75%, 07/15/25		10		10,484
3.85%, 06/15/28		10		10,724


Security	Par (000)		Value

Health Care - Services (continued)
3.88%, 12/15/28	$	10	$	10,774
3.88%, 08/15/59 (Call 02/15/59)		100		105,574
4.20%, 01/15/47 (Call 07/15/46)		5		5,517
4.25%, 04/15/47 (Call 10/15/46)		5		5,553
4.38%, 03/15/42 (Call 09/15/41)		5		5,579
4.75%, 07/15/45		89		104,844
5.95%, 02/15/41 (Call 08/15/40)		50		66,434
Universal Health Services Inc., 2.65%, 10/15/30 (Call 07/15/30)^(b)		40		37,690


				4,927,713

Holding Companies - Diversified — 0.2%
Ares Capital Corp.
2.88%, 06/15/28 (Call 04/15/28)		110		101,920
3.25%, 07/15/25 (Call 06/15/25)		10		9,952
4.20%, 06/10/24 (Call 05/10/24)		45		46,399
4.25%, 03/01/25 (Call 01/01/25)		10		10,227
Bain Capital Specialty Finance Inc.
2.55%, 10/13/26 (Call 09/13/26)		10		9,367
2.95%, 03/10/26 (Call 02/10/26)		65		62,871
Blackstone Private Credit Fund
2.35%, 11/22/24^(b)		10		9,680
2.63%, 12/15/26 (Call 11/15/26)^(b)		20		18,576
3.25%, 03/15/27 (Call 02/15/27)^(b)		5		4,808
4.00%, 01/15/29 (Call 11/15/28)^(b)		50		48,201
Blackstone Secured Lending Fund
2.13%, 02/15/27 (Call 01/15/27)^(b)		30		27,815
2.75%, 09/16/26 (Call 08/16/26)		35		33,587
2.85%, 09/30/28 (Call 07/30/28)^(b)		20		18,358
3.63%, 01/15/26 (Call 12/15/25)		35		35,000
FS KKR Capital Corp.
2.63%, 01/15/27 (Call 12/15/26)		20		18,912
3.40%, 01/15/26 (Call 12/15/25)		35		34,499
Goldman Sachs BDC Inc., 3.75%, 02/10/25 (Call 01/10/25)		65		66,366
Golub Capital BDC Inc.
2.05%, 02/15/27 (Call 01/15/27)		25		22,874
2.50%, 08/24/26 (Call 07/24/26)		25		23,661
3.38%, 04/15/24 (Call 03/15/24)		10		10,029
Main Street Capital Corp.
3.00%, 07/14/26 (Call 06/14/26)		40		38,353
5.20%, 05/01/24		10		10,324
Oaktree Specialty Lending Corp., 3.50%, 02/25/25 (Call 01/25/25)		75		75,461
Owl Rock Capital Corp.
2.88%, 06/11/28 (Call 04/11/28)		70		63,514
3.40%, 07/15/26 (Call 06/15/26)		25		23,952
3.75%, 07/22/25 (Call 06/22/25)		10		9,894
4.25%, 01/15/26 (Call 12/15/25)		25		25,216
Owl Rock Capital Corp. III, 3.13%, 04/13/27 (Call 03/13/27)^(b)		5		4,628
Owl Rock Technology Finance Corp., 2.50%, 01/15/27 (Call 12/15/26)		20		18,811
Prospect Capital Corp.
3.36%, 11/15/26 (Call 10/15/26)		15		14,368
3.44%, 10/15/28 (Call 08/15/28)		20		18,063
Sixth Street Specialty Lending Inc., 3.88%, 11/01/24 (Call 10/01/24)		25		25,446


				941,132

Home Builders — 0.2%
DR Horton Inc.
1.40%, 10/15/27 (Call 08/15/27)		60		55,556
2.50%, 10/15/24 (Call 09/15/24)		155		155,701


Security	Par (000)		Value

Home Builders (continued)
2.60%, 10/15/25 (Call 09/15/25)	$	50	$	50,056
Lennar Corp.
4.50%, 04/30/24 (Call 01/30/24)		30		31,216
4.75%, 05/30/25 (Call 02/28/25)		50		52,975
4.75%, 11/29/27 (Call 05/29/27)		10		10,873
5.00%, 06/15/27 (Call 12/15/26)		45		48,906
5.88%, 11/15/24 (Call 05/15/24)		50		53,687
MDC Holdings Inc.
2.50%, 01/15/31 (Call 07/15/30)		20		18,074
3.85%, 01/15/30 (Call 07/15/29)		30		29,917
3.97%, 08/06/61 (Call 02/06/61)		5		4,078
6.00%, 01/15/43 (Call 10/15/42)		15		16,210
NVR Inc., 3.00%, 05/15/30 (Call 11/15/29)		41		40,407
PulteGroup Inc.
5.00%, 01/15/27 (Call 10/15/26)		60		65,441
5.50%, 03/01/26 (Call 12/01/25)		10		11,007
6.38%, 05/15/33		25		30,837


				674,941

Home Furnishings — 0.0%
Leggett & Platt Inc., 3.50%, 11/15/27 (Call 08/15/27)		55		56,903
Whirlpool Corp., 4.75%, 02/26/29 (Call 11/26/28)		10		11,053


				67,956

Household Products & Wares — 0.0%
Church & Dwight Co. Inc., 3.95%, 08/01/47 (Call 02/01/47)		63		67,962
Clorox Co. (The)
1.80%, 05/15/30 (Call 02/15/30)		10		9,213
3.50%, 12/15/24 (Call 09/15/24)		10		10,374
Kimberly-Clark Corp.
1.05%, 09/15/27 (Call 07/15/27)		10		9,384
2.88%, 02/07/50 (Call 08/07/49)		50		46,803
3.10%, 03/26/30 (Call 12/26/29)		10		10,335


				154,071

Insurance — 1.1%
Aflac Inc.
3.60%, 04/01/30 (Call 01/01/30)		75		79,756
3.63%, 11/15/24		25		26,092
4.00%, 10/15/46 (Call 04/15/46)		15		15,923
Allstate Corp. (The)
0.75%, 12/15/25 (Call 11/15/25)		25		23,521
1.45%, 12/15/30 (Call 09/15/30)		10		8,972
3.85%, 08/10/49 (Call 02/10/49)		15		15,742
4.20%, 12/15/46 (Call 06/15/46)		25		27,452
4.50%, 06/15/43		65		73,364
5.55%, 05/09/35		5		6,127
5.95%, 04/01/36		5		6,422
American Financial Group Inc./OH, 3.50%, 08/15/26 (Call 05/15/26)		15		15,635
American International Group Inc.
2.50%, 06/30/25 (Call 05/30/25)		10		10,045
3.88%, 01/15/35 (Call 07/15/34)		195		204,054
3.90%, 04/01/26 (Call 01/01/26)		10		10,512
4.13%, 02/15/24		10		10,419
4.25%, 03/15/29 (Call 12/15/28)		25		26,981
4.38%, 06/30/50 (Call 12/30/49)		50		55,624
4.50%, 07/16/44 (Call 01/16/44)		25		27,722
4.75%, 04/01/48 (Call 10/01/47)		50		57,960
Series A-9, 5.75%, 04/01/48 (Call 04/01/28), (3 mo. LIBOR US + 2.868%)^(a)		10		10,271
Aon Corp.
2.80%, 05/15/30 (Call 02/15/30)		10		9,848


Security	Par (000)		Value

Insurance (continued)
3.75%, 05/02/29 (Call 02/02/29)	$	59	$	61,834
4.50%, 12/15/28 (Call 09/15/28)		65		70,847
Aon Corp./Aon Global Holdings PLC
2.05%, 08/23/31 (Call 05/23/31)		50		45,933
2.60%, 12/02/31 (Call 09/02/31)		25		23,862
Aon PLC
3.50%, 06/14/24 (Call 03/01/24)		200		205,304
4.60%, 06/14/44 (Call 03/14/44)		5		5,493
Arch Capital Group Ltd., 3.64%, 06/30/50 (Call 12/30/49)		100		95,804
Arthur J Gallagher & Co., 3.50%, 05/20/51 (Call 11/20/50)		10		9,363
Aspen Insurance Holdings Ltd., 4.65%, 11/15/23		90		93,483
Assurant Inc.
2.65%, 01/15/32 (Call 10/15/31)		45		41,526
3.70%, 02/22/30 (Call 11/22/29)		40		40,816
4.90%, 03/27/28 (Call 12/27/27)		60		65,766
Assured Guaranty U.S. Holdings Inc., 3.15%, 06/15/31 (Call 03/15/31)		10		9,917
Athene Holding Ltd.
3.50%, 01/15/31 (Call 10/15/30)		20		19,974
3.95%, 05/25/51 (Call 11/25/50)		25		23,901
4.13%, 01/12/28 (Call 10/12/27)		69		72,449
6.15%, 04/03/30 (Call 01/03/30)		25		29,170
AXIS Specialty Finance PLC, 4.00%, 12/06/27 (Call 09/06/27)		10		10,501
Berkshire Hathaway Finance Corp.
1.45%, 10/15/30 (Call 07/15/30)		25		22,866
1.85%, 03/12/30 (Call 12/12/29)		15		14,224
2.50%, 01/15/51 (Call 07/15/50)		100		83,043
2.85%, 10/15/50 (Call 04/15/50)		10		8,785
4.20%, 08/15/48 (Call 02/15/48)		140		154,591
4.25%, 01/15/49 (Call 07/15/48)		15		16,699
4.30%, 05/15/43		5		5,542
5.75%, 01/15/40		5		6,541
Berkshire Hathaway Inc., 3.13%, 03/15/26 (Call 12/15/25)		10		10,384
Brighthouse Financial Inc.
4.70%, 06/22/47 (Call 12/22/46)		8		7,996
5.63%, 05/15/30 (Call 02/15/30)		40		45,630
Brown & Brown Inc.
2.38%, 03/15/31 (Call 12/15/30)		15		13,943
4.20%, 09/15/24 (Call 06/15/24)		20		20,836
4.50%, 03/15/29 (Call 12/15/28)		10		10,776
Chubb INA Holdings Inc.
3.35%, 05/03/26 (Call 02/03/26)		47		48,858
4.35%, 11/03/45 (Call 05/03/45)		50		56,614
CNA Financial Corp.
3.90%, 05/01/29 (Call 02/01/29)		25		26,570
4.50%, 03/01/26 (Call 12/01/25)		45		48,347
CNO Financial Group Inc., 5.25%, 05/30/29 (Call 02/28/29)		15		16,219
Enstar Group Ltd., 4.95%, 06/01/29 (Call 03/01/29)		10		10,701
Equitable Holdings Inc.
4.35%, 04/20/28 (Call 01/20/28)		10		10,706
5.00%, 04/20/48 (Call 10/20/47)		50		55,855
Everest Reinsurance Holdings Inc., 3.13%, 10/15/52 (Call 04/15/52)		15		13,117
Fairfax Financial Holdings Ltd.
4.63%, 04/29/30 (Call 01/29/30)		20		21,625
4.85%, 04/17/28 (Call 01/17/28)		30		32,013
Fidelity National Financial Inc.
2.45%, 03/15/31 (Call 12/15/30)		10		9,318
4.50%, 08/15/28 (Call 05/15/28)		10		10,690


Security	Par (000)		Value

Insurance (continued)
First American Financial Corp., 2.40%, 08/15/31 (Call 05/15/31)	$	10	$	9,136
Globe Life Inc., 2.15%, 08/15/30 (Call 05/15/30)		5		4,682
Hanover Insurance Group Inc. (The), 4.50%, 04/15/26 (Call 01/15/26)		25		26,756
Hartford Financial Services Group Inc. (The)
2.90%, 09/15/51 (Call 03/15/51)		25		21,146
3.60%, 08/19/49 (Call 02/19/49)		100		97,548
Jackson Financial Inc., 3.13%, 11/23/31 (Call 08/23/31)^(b)		10		9,590
Lincoln National Corp.
3.80%, 03/01/28 (Call 12/01/27)		200		210,518
4.35%, 03/01/48 (Call 09/01/47)		10		10,879
7.00%, 06/15/40		25		34,865
Loews Corp., 4.13%, 05/15/43 (Call 11/15/42)		25		26,400
Manulife Financial Corp.
4.15%, 03/04/26		41		43,501
5.38%, 03/04/46		25		31,842
Markel Corp.
3.35%, 09/17/29 (Call 06/17/29)		40		41,084
3.45%, 05/07/52 (Call 11/07/51)		75		69,934
Marsh & McLennan Companies Inc.
2.25%, 11/15/30 (Call 08/15/30)		10		9,388
4.35%, 01/30/47 (Call 07/30/46)		5		5,572
4.38%, 03/15/29 (Call 12/15/28)		110		119,996
4.90%, 03/15/49 (Call 09/15/48)		25		29,965
MetLife Inc.
3.60%, 04/10/24		10		10,353
4.05%, 03/01/45		100		108,775
4.55%, 03/23/30 (Call 12/23/29)		10		11,226
4.88%, 11/13/43		105		125,201
5.88%, 02/06/41		5		6,511
Old Republic International Corp.
3.85%, 06/11/51 (Call 12/11/50)		25		23,577
4.88%, 10/01/24 (Call 09/01/24)		28		29,664
PartnerRe Finance B LLC, 3.70%, 07/02/29 (Call 04/02/29)		25		26,431
Primerica Inc., 2.80%, 11/19/31 (Call 08/19/31)		5		4,829
Principal Financial Group Inc., 4.35%, 05/15/43		34		37,517
Progressive Corp. (The)
3.70%, 01/26/45		25		25,629
4.20%, 03/15/48 (Call 09/15/47)		30		33,044
6.25%, 12/01/32		25		32,459
Prudential Financial Inc.
1.50%, 03/10/26 (Call 02/10/26)		10		9,787
2.10%, 03/10/30 (Call 12/10/29)		10		9,561
3.00%, 03/10/40 (Call 09/10/39)		5		4,694
3.70%, 03/13/51 (Call 09/13/50)		125		126,521
3.88%, 03/27/28 (Call 12/27/27)		200		213,726
3.94%, 12/07/49 (Call 06/07/49)		75		78,791
5.63%, 06/15/43 (Call 06/15/23), (3 mo. LIBOR US + 3.920%)^(a)		10		10,293
Prudential PLC, 3.13%, 04/14/30		10		10,178
Reinsurance Group of America Inc.
3.15%, 06/15/30 (Call 03/15/30)		25		24,887
3.90%, 05/15/29 (Call 02/15/29)		5		5,233
3.95%, 09/15/26 (Call 06/15/26)		50		52,782
Stewart Information Services Corp., 3.60%, 11/15/31 (Call 08/15/31)		10		9,655
Swiss Re America Holding Corp., 7.00%, 02/15/26		15		17,557
Travelers Companies Inc. (The)
2.55%, 04/27/50 (Call 10/27/49)		30		25,665
3.75%, 05/15/46 (Call 11/15/45)		5		5,182


Security	Par (000)		Value

Insurance (continued)
4.10%, 03/04/49 (Call 09/04/48)	$	5	$	5,508
4.30%, 08/25/45 (Call 02/25/45)		25		28,184
4.60%, 08/01/43		80		92,770
6.25%, 06/15/37		25		33,531
6.75%, 06/20/36		10		13,827
Unum Group, 4.50%, 12/15/49 (Call 06/15/49)		50		48,265
Voya Financial Inc.
4.80%, 06/15/46		25		28,947
5.65%, 05/15/53 (Call 05/15/23), (3 mo. LIBOR US + 3.580%)^(a)		15		15,142
W R Berkley Corp., 4.00%, 05/12/50 (Call 11/12/49)		100		101,812
Willis North America Inc.
2.95%, 09/15/29 (Call 06/15/29)		50		48,941
5.05%, 09/15/48 (Call 03/15/48)		35		40,043


				4,770,374

Internet — 0.5%
Alibaba Group Holding Ltd.
3.15%, 02/09/51 (Call 08/09/50)		50		40,566
3.25%, 02/09/61 (Call 08/09/60)		50		38,960
3.40%, 12/06/27 (Call 09/06/27)		200		202,968
4.00%, 12/06/37 (Call 06/06/37)		50		48,869
4.50%, 11/28/34 (Call 05/28/34)		50		52,488
Alphabet Inc.
0.45%, 08/15/25 (Call 07/15/25)		10		9,538
0.80%, 08/15/27 (Call 06/15/27)		10		9,321
1.10%, 08/15/30 (Call 05/15/30)		10		9,059
1.90%, 08/15/40 (Call 02/15/40)		10		8,407
2.00%, 08/15/26 (Call 05/15/26)		60		60,145
2.05%, 08/15/50 (Call 02/15/50)		10		8,068
2.25%, 08/15/60 (Call 02/15/60)		60		48,041
Amazon.com Inc.
0.40%, 06/03/23		60		59,364
0.45%, 05/12/24		10		9,750
0.80%, 06/03/25 (Call 05/03/25)		110		106,130
1.00%, 05/12/26 (Call 04/12/26)		10		9,625
1.20%, 06/03/27 (Call 04/03/27)		10		9,509
1.50%, 06/03/30 (Call 03/03/30)		10		9,269
1.65%, 05/12/28 (Call 03/12/28)		10		9,615
2.10%, 05/12/31 (Call 02/12/31)		10		9,625
2.50%, 06/03/50 (Call 12/03/49)		110		95,084
2.70%, 06/03/60 (Call 12/03/59)		10		8,548
2.88%, 05/12/41 (Call 11/12/40)		10		9,519
3.10%, 05/12/51 (Call 11/12/50)		160		154,608
3.15%, 08/22/27 (Call 05/22/27)		88		92,029
3.25%, 05/12/61 (Call 11/12/60)		15		14,288
3.80%, 12/05/24 (Call 09/05/24)		10		10,480
3.88%, 08/22/37 (Call 02/22/37)		10		10,981
4.05%, 08/22/47 (Call 02/22/47)		15		16,863
4.25%, 08/22/57 (Call 02/22/57)		145		167,733
4.80%, 12/05/34 (Call 06/05/34)		10		12,040
4.95%, 12/05/44 (Call 06/05/44)		40		49,729
5.20%, 12/03/25 (Call 09/03/25)		10		11,023
Baidu Inc., 1.63%, 02/23/27 (Call 01/23/27)		200		188,442
Booking Holdings Inc.
3.60%, 06/01/26 (Call 03/01/26)		10		10,460
3.65%, 03/15/25 (Call 12/15/24)		10		10,393
4.63%, 04/13/30 (Call 01/13/30)		60		67,158
eBay Inc.
1.40%, 05/10/26 (Call 04/10/26)		10		9,585
1.90%, 03/11/25 (Call 02/11/25)		60		59,296


Security	Par (000)		Value

Internet (continued)
2.60%, 05/10/31 (Call 02/10/31)	$	10	$	9,522
2.70%, 03/11/30 (Call 12/11/29)		10		9,681
3.45%, 08/01/24 (Call 05/01/24)		10		10,274
3.60%, 06/05/27 (Call 03/05/27)		10		10,480
3.65%, 05/10/51 (Call 11/10/50)		10		9,472
4.00%, 07/15/42 (Call 01/15/42)		45		45,348
Expedia Group Inc.
2.95%, 03/15/31 (Call 12/15/30)		10		9,582
3.25%, 02/15/30 (Call 11/15/29)		25		24,691
3.60%, 12/15/23 (Call 11/15/23)		50		51,128
3.80%, 02/15/28 (Call 11/15/27)		10		10,285
4.50%, 08/15/24 (Call 05/15/24)		10		10,445
4.63%, 08/01/27 (Call 05/01/27)		10		10,701
5.00%, 02/15/26 (Call 11/15/25)		10		10,766
Tencent Music Entertainment Group, 2.00%, 09/03/30 (Call 06/03/30)		10		8,961
VeriSign Inc.
2.70%, 06/15/31 (Call 03/15/31)		10		9,337
4.75%, 07/15/27 (Call 07/15/22)		25		25,832
5.25%, 04/01/25 (Call 01/01/25)		10		10,737


				2,034,818

Iron & Steel — 0.2%
ArcelorMittal SA
4.25%, 07/16/29^(c)		50		51,235
4.55%, 03/11/26		50		52,508
6.75%, 03/01/41		25		30,505
Nucor Corp.
2.70%, 06/01/30 (Call 03/01/30)		50		49,194
2.98%, 12/15/55 (Call 06/15/55)		38		33,227
4.40%, 05/01/48 (Call 11/01/47)		50		56,968
Reliance Steel & Aluminum Co., 1.30%, 08/15/25 (Call 07/15/25)		50		48,119
Steel Dynamics Inc.
3.25%, 01/15/31 (Call 10/15/30)		75		74,897
3.25%, 10/15/50 (Call 04/15/50)		15		13,322
5.00%, 12/15/26 (Call 12/15/22)		50		51,377
Vale Overseas Ltd.
3.75%, 07/08/30 (Call 04/08/30)		127		125,444
6.25%, 08/10/26		60		67,779
6.88%, 11/21/36		50		61,282
6.88%, 11/10/39		10		12,375


				728,232

Leisure Time — 0.0%
Harley-Davidson Inc., 4.63%, 07/28/45 (Call 01/28/45)		15		14,710


Lodging — 0.1%
Choice Hotels International Inc., 3.70%, 01/15/31 (Call 10/15/30)		10		10,124
Hyatt Hotels Corp.
3.38%, 07/15/23 (Call 04/15/23)		65		65,818
5.38%, 04/23/25 (Call 03/23/25)		50		54,047
5.75%, 04/23/30 (Call 01/23/30)		5		5,703
Las Vegas Sands Corp.
2.90%, 06/25/25 (Call 05/25/25)		10		9,643
3.20%, 08/08/24 (Call 07/08/24)		10		9,872
3.50%, 08/18/26 (Call 06/18/26)		25		24,305
3.90%, 08/08/29 (Call 05/08/29)		25		23,927
Marriott International Inc./MD
Series FF, 4.63%, 06/15/30 (Call 03/15/30)		68		73,486
Series GG, 3.50%, 10/15/32 (Call 07/15/32)		10		9,972


Security	Par (000)		Value

Lodging (continued)
Series HH, 2.85%, 04/15/31 (Call 01/15/31)	$	10	$	9,528
Series R, 3.13%, 06/15/26 (Call 03/15/26)		25		25,448
Series X, 4.00%, 04/15/28 (Call 01/15/28)		10		10,405


				332,278

Machinery — 0.3%
Caterpillar Financial Services Corp.
0.45%, 09/14/23		60		58,983
0.45%, 05/17/24		10		9,712
0.80%, 11/13/25		10		9,529
0.90%, 03/02/26		10		9,531
1.10%, 09/14/27		20		18,800
1.45%, 05/15/25		10		9,784
2.15%, 11/08/24		10		10,048
2.85%, 05/17/24		10		10,207
3.75%, 11/24/23		50		51,861
Caterpillar Inc.
1.90%, 03/12/31 (Call 12/12/30)		10		9,551
2.60%, 09/19/29 (Call 06/19/29)		10		10,013
2.60%, 04/09/30 (Call 01/09/30)		10		9,994
3.25%, 09/19/49 (Call 03/19/49)		50		49,277
3.25%, 04/09/50 (Call 10/09/49)		10		9,825
3.40%, 05/15/24 (Call 02/15/24)		10		10,328
5.30%, 09/15/35		50		62,420
6.05%, 08/15/36		28		37,023
CNH Industrial Capital LLC, 1.45%, 07/15/26 (Call 06/15/26)		10		9,497
CNH Industrial NV, 3.85%, 11/15/27 (Call 08/15/27)		15		15,705
Deere & Co.
2.75%, 04/15/25 (Call 03/15/25)		10		10,190
3.75%, 04/15/50 (Call 10/15/49)		90		96,612
3.90%, 06/09/42 (Call 12/09/41)		55		59,800
Flowserve Corp., 2.80%, 01/15/32 (Call 10/15/31)		25		23,108
IDEX Corp., 2.63%, 06/15/31 (Call 03/15/31)		10		9,529
John Deere Capital Corp.
0.70%, 07/05/23		50		49,433
0.70%, 01/15/26		10		9,491
1.05%, 06/17/26		10		9,555
1.50%, 03/06/28		10		9,555
1.75%, 03/09/27		100		97,804
3.45%, 03/13/25		87		90,607
3.45%, 03/07/29		50		52,853
nVent Finance Sarl, 2.75%, 11/15/31 (Call 08/15/31)		10		9,496
Oshkosh Corp., 4.60%, 05/15/28 (Call 02/15/28)		10		10,752
Otis Worldwide Corp.
2.06%, 04/05/25 (Call 03/05/25)		10		9,917
2.57%, 02/15/30 (Call 11/15/29)		60		58,172
Rockwell Automation Inc., 4.20%, 03/01/49 (Call 09/01/48)		5		5,600
Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/25 (Call 05/15/25)		20		20,193
3.45%, 11/15/26 (Call 08/15/26)		35		35,496
4.40%, 03/15/24 (Call 02/15/24)		115		119,139
4.95%, 09/15/28 (Call 06/15/28)		104		112,966
Xylem Inc./NY
1.95%, 01/30/28 (Call 11/30/27)		100		95,646
2.25%, 01/30/31 (Call 10/30/30)		10		9,406


				1,417,408

Manufacturing — 0.3%
3M Co.
2.38%, 08/26/29 (Call 05/26/29)		10		9,788
3.00%, 08/07/25		50		51,452
3.25%, 08/26/49 (Call 02/26/49)		65		62,024


Security	Par (000)		Value

Manufacturing (continued)
3.63%, 10/15/47 (Call 04/15/47)	$	5	$	5,026
3.88%, 06/15/44		50		52,389
4.00%, 09/14/48 (Call 03/14/48)		50		53,579
5.70%, 03/15/37		10		12,768
GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35		400		450,752
Illinois Tool Works Inc.
2.65%, 11/15/26 (Call 08/15/26)		70		71,569
3.90%, 09/01/42 (Call 03/01/42)		50		53,079
Parker-Hannifin Corp.
3.25%, 03/01/27 (Call 12/01/26)		58		60,051
3.30%, 11/21/24 (Call 08/21/24)		61		62,425
4.00%, 06/14/49 (Call 12/14/48)		50		52,765
4.20%, 11/21/34 (Call 05/21/34)		55		59,394
Pentair Finance Sarl, 4.50%, 07/01/29 (Call 04/01/29)		15		16,209
Textron Inc.
2.45%, 03/15/31 (Call 12/15/30)		72		67,609
4.30%, 03/01/24 (Call 12/01/23)		71		73,709
Trane Technologies Global Holding Co. Ltd., 5.75%, 06/15/43		15		19,158
Trane Technologies Luxembourg Finance SA
3.80%, 03/21/29 (Call 12/21/28)		134		140,703
4.65%, 11/01/44 (Call 05/01/44)		10		11,312


				1,385,761

Media — 1.2%
Charter Communications Operating LLC/Charter Communications Operating Capital
2.25%, 01/15/29 (Call 11/15/28)		20		18,589
2.30%, 02/01/32 (Call 11/01/31)		10		8,891
2.80%, 04/01/31 (Call 01/01/31)		10		9,338
3.50%, 06/01/41 (Call 12/01/40)		80		69,002
3.70%, 04/01/51 (Call 10/01/50)		190		159,670
3.75%, 02/15/28 (Call 11/15/27)		15		15,362
3.85%, 04/01/61 (Call 10/01/60)		10		8,252
3.90%, 06/01/52 (Call 12/01/51)		60		52,205
3.95%, 06/30/62 (Call 12/30/61)		10		8,354
4.20%, 03/15/28 (Call 12/15/27)		25		26,148
4.40%, 12/01/61 (Call 06/01/61)		70		62,585
4.50%, 02/01/24 (Call 01/01/24)		10		10,407
4.80%, 03/01/50 (Call 09/01/49)		15		14,622
4.91%, 07/23/25 (Call 04/23/25)		75		79,567
5.05%, 03/30/29 (Call 12/30/28)		10		10,906
5.13%, 07/01/49 (Call 01/01/49)		72		73,045
5.38%, 04/01/38 (Call 10/01/37)		55		58,187
5.38%, 05/01/47 (Call 11/01/46)		55		57,840
5.75%, 04/01/48 (Call 10/01/47)		10		11,027
6.38%, 10/23/35 (Call 04/23/35)		15		17,948
6.48%, 10/23/45 (Call 04/23/45)		80		95,139
Comcast Corp.
1.50%, 02/15/31 (Call 11/15/30)		10		8,958
1.95%, 01/15/31 (Call 10/15/30)		50		46,546
2.35%, 01/15/27 (Call 10/15/26)		10		9,977
2.45%, 08/15/52 (Call 02/15/52)		10		8,066
2.65%, 02/01/30 (Call 11/01/29)		220		217,138
2.65%, 08/15/62 (Call 02/15/62)		65		51,475
2.80%, 01/15/51 (Call 07/15/50)		10		8,574
2.94%, 11/01/56 (Call 05/01/56)^(b)		200		169,548
2.99%, 11/01/63 (Call 05/01/63)^(b)		150		125,022
3.15%, 03/01/26 (Call 12/01/25)		50		51,616
3.15%, 02/15/28 (Call 11/15/27)		10		10,278
3.25%, 11/01/39 (Call 05/01/39)		100		96,313


Security	Par (000)		Value

Media (continued)
3.30%, 02/01/27 (Call 11/01/26)	$	10	$	10,387
3.38%, 08/15/25 (Call 05/15/25)		50		51,744
3.40%, 04/01/30 (Call 01/01/30)		50		51,988
3.40%, 07/15/46 (Call 01/15/46)		50		47,938
3.45%, 02/01/50 (Call 08/01/49)		10		9,557
3.55%, 05/01/28 (Call 02/01/28)		10		10,479
3.70%, 04/15/24 (Call 03/15/24)		50		51,845
3.75%, 04/01/40 (Call 10/01/39)		100		102,903
3.95%, 10/15/25 (Call 08/15/25)		10		10,556
3.97%, 11/01/47 (Call 05/01/47)		10		10,334
4.15%, 10/15/28 (Call 07/15/28)		10		10,833
4.20%, 08/15/34 (Call 02/15/34)		97		106,264
4.25%, 10/15/30 (Call 07/15/30)		75		82,411
4.25%, 01/15/33		10		11,030
4.60%, 08/15/45 (Call 02/15/45)		50		55,723
4.65%, 07/15/42		50		56,575
4.70%, 10/15/48 (Call 04/15/48)		105		120,848
4.75%, 03/01/44		50		57,745
4.95%, 10/15/58 (Call 04/15/58)		50		60,703
Discovery Communications LLC
3.63%, 05/15/30 (Call 02/15/30)		10		10,036
3.95%, 06/15/25 (Call 05/15/25)		134		138,715
3.95%, 03/20/28 (Call 12/20/27)		10		10,323
4.00%, 09/15/55 (Call 03/15/55)		10		9,092
4.13%, 05/15/29 (Call 02/15/29)		10		10,455
4.65%, 05/15/50 (Call 11/15/49)		50		51,118
5.20%, 09/20/47 (Call 03/20/47)		50		54,287
5.30%, 05/15/49 (Call 11/15/48)		5		5,531
Fox Corp.
3.05%, 04/07/25 (Call 03/07/25)		50		51,001
3.50%, 04/08/30 (Call 01/08/30)		10		10,213
4.03%, 01/25/24 (Call 12/25/23)		75		77,725
4.71%, 01/25/29 (Call 10/25/28)		60		65,571
5.48%, 01/25/39 (Call 07/25/38)		10		11,676
5.58%, 01/25/49 (Call 07/25/48)		49		58,972
Grupo Televisa SAB, 6.63%, 01/15/40		96		120,840
NBCUniversal Media LLC, 5.95%, 04/01/41		10		13,137
Paramount Global
2.90%, 01/15/27 (Call 10/15/26)		105		105,313
4.38%, 03/15/43		10		9,995
4.75%, 05/15/25 (Call 04/15/25)		50		53,405
4.90%, 08/15/44 (Call 02/15/44)		15		15,933
4.95%, 01/15/31 (Call 11/15/30)		10		11,050
4.95%, 05/19/50 (Call 11/19/49)		65		71,096
5.50%, 05/15/33		15		17,471
5.85%, 09/01/43 (Call 03/01/43)		100		119,477
Thomson Reuters Corp.
4.30%, 11/23/23 (Call 08/23/23)		50		51,702
5.50%, 08/15/35		29		35,034
Time Warner Cable LLC
4.50%, 09/15/42 (Call 03/15/42)		80		75,658
5.50%, 09/01/41 (Call 03/01/41)		5		5,318
6.55%, 05/01/37		35		41,995
6.75%, 06/15/39		30		36,286
7.30%, 07/01/38		30		37,712
Time Warner Entertainment Co. LP
8.38%, 03/15/23		182		194,347
8.38%, 07/15/33		112		151,862
TWDC Enterprises 18 Corp.
1.85%, 07/30/26		10		9,822


Security	Par (000)		Value

Media (continued)
Series E, 4.13%, 12/01/41	$	72	$	76,967
ViacomCBS Inc., 4.20%, 05/19/32 (Call 02/19/32)		35		36,497
Walt Disney Co. (The)
1.75%, 08/30/24 (Call 07/30/24)		160		159,322
1.75%, 01/13/26		10		9,815
2.00%, 09/01/29 (Call 06/01/29)		25		23,843
2.20%, 01/13/28		10		9,799
2.65%, 01/13/31		235		232,699
2.75%, 09/01/49 (Call 03/01/49)		115		100,431
3.50%, 05/13/40 (Call 11/13/39)		10		9,976
3.60%, 01/13/51 (Call 07/13/50)		110		111,354
3.70%, 10/15/25 (Call 07/15/25)		50		52,257
3.80%, 03/22/30		10		10,731
3.80%, 05/13/60 (Call 11/13/59)		125		129,346
4.70%, 03/23/50 (Call 09/23/49)		10		11,881
4.95%, 10/15/45 (Call 04/15/45)		10		11,893


				5,319,437

Metal Fabricate & Hardware — 0.0%
Crane Co., 4.20%, 03/15/48 (Call 09/15/47)		25		26,497
Precision Castparts Corp., 3.25%, 06/15/25 (Call 03/15/25)		140		145,107


				171,604

Mining — 0.3%
Barrick Gold Corp., 5.25%, 04/01/42		100		118,364
BHP Billiton Finance USA Ltd.
4.13%, 02/24/42		55		59,665
5.00%, 09/30/43		101		121,793
Freeport-McMoRan Inc., 5.45%, 03/15/43 (Call 09/15/42)		50		57,480
Kinross Gold Corp.
4.50%, 07/15/27 (Call 04/15/27)		15		16,133
5.95%, 03/15/24 (Call 12/15/23)		10		10,590
Newmont Corp.
2.25%, 10/01/30 (Call 07/01/30)		80		74,854
2.60%, 07/15/32 (Call 04/15/32)		60		57,005
4.88%, 03/15/42 (Call 09/15/41)		50		57,480
5.88%, 04/01/35		5		6,108
Rio Tinto Alcan Inc.
5.75%, 06/01/35		5		6,317
6.13%, 12/15/33		40		52,206
7.25%, 03/15/31		70		93,057
Rio Tinto Finance USA PLC, 4.13%, 08/21/42 (Call 02/21/42)		50		54,686
Southern Copper Corp.
5.88%, 04/23/45		45		56,255
6.75%, 04/16/40		55		71,336
7.50%, 07/27/35		50		66,159
Teck Resources Ltd., 6.25%, 07/15/41 (Call 01/15/41)		50		60,524
Yamana Gold Inc., 2.63%, 08/15/31 (Call 05/15/31)		75		69,631


				1,109,643

Multi-National — 0.0%
Asian Development Bank, 0.63%, 10/08/24		30		29,236


Office & Business Equipment — 0.1%
CDW LLC/CDW Finance Corp.
2.67%, 12/01/26 (Call 11/01/26)		55		53,772
3.25%, 02/15/29 (Call 08/15/23)		40		37,274
3.28%, 12/01/28 (Call 10/01/28)		55		54,007
3.57%, 12/01/31 (Call 09/01/31)		55		53,561
4.13%, 05/01/25 (Call 05/01/22)		25		25,339
4.25%, 04/01/28 (Call 10/01/22)		40		39,579
5.50%, 12/01/24 (Call 06/01/24)		70		73,298


				336,830


Security	Par (000)		Value

Office Furnishings — 0.0%
Steelcase Inc., 5.13%, 01/18/29 (Call 10/18/28)	$	25	$	27,255


Oil & Gas — 1.4%
BP Capital Markets America Inc.
2.77%, 11/10/50 (Call 05/10/50)		125		101,854
2.94%, 06/04/51 (Call 12/04/50)		50		42,091
3.00%, 02/24/50 (Call 08/24/49)		10		8,541
3.02%, 01/16/27 (Call 10/16/26)		10		10,163
3.06%, 06/17/41 (Call 12/17/40)		100		89,820
3.12%, 05/04/26 (Call 02/04/26)		10		10,274
3.19%, 04/06/25 (Call 03/06/25)		10		10,245
3.38%, 02/08/61 (Call 08/08/60)		50		44,076
3.41%, 02/11/26 (Call 12/11/25)		10		10,359
3.79%, 02/06/24 (Call 01/06/24)		110		113,528
3.80%, 09/21/25 (Call 07/21/25)		10		10,485
3.94%, 09/21/28 (Call 06/21/28)		10		10,612
4.23%, 11/06/28 (Call 08/06/28)		10		10,819
BP Capital Markets PLC
3.28%, 09/19/27 (Call 06/19/27)		10		10,292
3.51%, 03/17/25		10		10,366
3.54%, 11/04/24		110		113,850
3.81%, 02/10/24		10		10,344
3.99%, 09/26/23		10		10,323
Burlington Resources LLC, 5.95%, 10/15/36		50		64,702
Canadian Natural Resources Ltd.
2.05%, 07/15/25 (Call 06/15/25)		10		9,850
3.80%, 04/15/24 (Call 01/15/24)		25		25,708
3.90%, 02/01/25 (Call 11/01/24)		50		51,986
4.95%, 06/01/47 (Call 12/01/46)		50		56,404
5.85%, 02/01/35		15		17,690
Cenovus Energy Inc.
4.40%, 04/15/29 (Call 01/15/29)		10		10,656
5.25%, 06/15/37 (Call 12/15/36)		10		11,128
5.40%, 06/15/47 (Call 12/15/46)		40		45,212
Cenovus Energy Inc/CA, 2.65%, 01/15/32 (Call 10/15/31)		15		13,882
Chevron Corp.
1.14%, 05/11/23		35		34,872
1.55%, 05/11/25 (Call 04/11/25)		10		9,854
2.00%, 05/11/27 (Call 03/11/27)		10		9,852
2.24%, 05/11/30 (Call 02/11/30)		10		9,740
2.57%, 05/16/23 (Call 03/16/23)		25		25,307
2.90%, 03/03/24 (Call 01/03/24)		35		35,750
2.95%, 05/16/26 (Call 02/16/26)		10		10,334
3.08%, 05/11/50 (Call 11/11/49)		50		48,151
3.19%, 06/24/23 (Call 03/24/23)		10		10,193
3.33%, 11/17/25 (Call 08/17/25)		10		10,398
Chevron USA Inc.
0.43%, 08/11/23		35		34,480
0.69%, 08/12/25 (Call 07/12/25)		10		9,552
1.02%, 08/12/27 (Call 06/12/27)		60		56,084
2.34%, 08/12/50 (Call 02/12/50)		50		41,611
3.25%, 10/15/29 (Call 07/15/29)		25		26,069
3.85%, 01/15/28 (Call 10/15/27)		65		69,655
Conoco Funding Co., 7.25%, 10/15/31		15		20,306
ConocoPhillips
4.30%, 08/15/28 (Call 05/15/28)^(b)		25		27,394
4.85%, 08/15/48 (Call 02/15/48)^(b)		49		58,399
5.90%, 10/15/32		50		62,233
5.90%, 05/15/38		47		60,826
6.50%, 02/01/39		10		13,857


Security	Par (000)		Value

Oil & Gas (continued)
ConocoPhillips Co.
4.95%, 03/15/26 (Call 12/15/25)	$	10	$	10,957
6.95%, 04/15/29		10		12,790
Devon Energy Corp.
4.50%, 01/15/30 (Call 01/15/25)		75		78,343
4.75%, 05/15/42 (Call 11/15/41)		66		70,792
5.25%, 10/15/27 (Call 10/15/22)		25		25,966
5.88%, 06/15/28 (Call 06/15/23)		25		26,616
Diamondback Energy Inc.
2.88%, 12/01/24 (Call 11/01/24)		110		111,333
3.13%, 03/24/31 (Call 12/24/30)		25		24,395
3.25%, 12/01/26 (Call 10/01/26)		130		132,864
3.50%, 12/01/29 (Call 09/01/29)		75		75,790
EOG Resources Inc.
4.38%, 04/15/30 (Call 01/15/30)		60		66,360
4.95%, 04/15/50 (Call 10/15/49)		10		12,147
Equinor ASA
1.75%, 01/22/26 (Call 12/22/25)		100		98,121
2.38%, 05/22/30 (Call 02/22/30)		100		97,386
2.88%, 04/06/25 (Call 03/06/25)		100		101,912
3.00%, 04/06/27 (Call 02/06/27)		50		51,327
3.13%, 04/06/30 (Call 01/06/30)		100		102,649
3.25%, 11/18/49 (Call 05/18/49)		25		23,878
3.70%, 04/06/50 (Call 10/06/49)		100		104,216
Exxon Mobil Corp.
2.02%, 08/16/24 (Call 07/16/24)		10		10,050
2.28%, 08/16/26 (Call 06/16/26)		10		10,050
2.44%, 08/16/29 (Call 05/16/29)		10		9,846
2.61%, 10/15/30 (Call 07/15/30)		10		9,914
2.71%, 03/06/25 (Call 12/06/24)		10		10,185
2.99%, 03/19/25 (Call 02/19/25)		10		10,272
3.04%, 03/01/26 (Call 12/01/25)		10		10,350
3.10%, 08/16/49 (Call 02/16/49)		160		149,797
3.18%, 03/15/24 (Call 12/15/23)		10		10,276
3.45%, 04/15/51 (Call 10/15/50)		10		9,913
3.48%, 03/19/30 (Call 12/19/29)		175		184,739
4.11%, 03/01/46 (Call 09/01/45)		10		10,898
4.33%, 03/19/50 (Call 09/19/49)		61		69,065
Helmerich & Payne Inc., 2.90%, 09/29/31 (Call 06/29/31)^(b)		25		23,968
Hess Corp.
3.50%, 07/15/24 (Call 04/15/24)		55		56,323
4.30%, 04/01/27 (Call 01/01/27)		10		10,577
5.80%, 04/01/47 (Call 10/01/46)		5		5,975
6.00%, 01/15/40		55		65,410
7.13%, 03/15/33		5		6,355
7.30%, 08/15/31		50		63,674
7.88%, 10/01/29		15		19,369
HollyFrontier Corp.
4.50%, 10/01/30 (Call 07/01/30)		10		10,087
5.88%, 04/01/26 (Call 01/01/26)		10		10,860
Marathon Oil Corp.
4.40%, 07/15/27 (Call 04/15/27)		60		63,709
5.20%, 06/01/45 (Call 12/01/44)		35		38,719
6.60%, 10/01/37		10		12,591
Marathon Petroleum Corp.
4.70%, 05/01/25 (Call 04/01/25)		110		116,904
4.75%, 09/15/44 (Call 03/15/44)		50		52,871
6.50%, 03/01/41 (Call 09/01/40)		50		63,587
Ovintiv Inc.
6.50%, 08/15/34		5		6,100


Security	Par (000)		Value

Oil & Gas (continued)
6.50%, 02/01/38	$	150	$	178,242
7.20%, 11/01/31		5		6,147
Phillips 66
0.90%, 02/15/24 (Call 04/11/22)		25		24,573
1.30%, 02/15/26 (Call 01/15/26)		10		9,542
2.15%, 12/15/30 (Call 09/15/30)		81		74,814
5.88%, 05/01/42		25		31,702
Shell International Finance BV
2.00%, 11/07/24 (Call 10/07/24)		10		10,031
2.38%, 11/07/29 (Call 08/07/29)		10		9,748
2.50%, 09/12/26		10		10,117
2.75%, 04/06/30 (Call 01/06/30)		10		9,983
2.88%, 05/10/26		10		10,308
3.13%, 11/07/49 (Call 05/07/49)		175		162,410
3.25%, 05/11/25		10		10,368
3.25%, 04/06/50 (Call 10/06/49)		10		9,599
3.50%, 11/13/23 (Call 10/13/23)		10		10,302
3.75%, 09/12/46		50		51,333
3.88%, 11/13/28 (Call 08/23/28)		213		228,491
4.00%, 05/10/46		10		10,602
4.13%, 05/11/35		200		219,348
4.38%, 05/11/45		10		11,052
4.55%, 08/12/43		50		57,050
6.38%, 12/15/38		10		13,589
Suncor Energy Inc.
2.80%, 05/15/23		75		75,835
4.00%, 11/15/47 (Call 05/15/47)		50		50,399
6.50%, 06/15/38		100		126,434
TotalEnergies Capital Canada Ltd., 2.75%, 07/15/23		25		25,353
TotalEnergies Capital International SA
2.43%, 01/10/25 (Call 10/10/24)		10		10,083
2.83%, 01/10/30 (Call 10/10/29)		10		10,033
3.13%, 05/29/50 (Call 11/29/49)		80		73,929
3.46%, 02/19/29 (Call 11/19/28)		10		10,416
3.70%, 01/15/24		35		36,215
3.75%, 04/10/24		10		10,282
TotalEnergies Capital SA, 3.88%, 10/11/28		40		42,784
Valero Energy Corp.
2.15%, 09/15/27 (Call 07/15/27)		35		33,992
2.85%, 04/15/25 (Call 03/15/25)		3		3,034
3.65%, 12/01/51 (Call 06/01/51)		100		89,884
4.00%, 04/01/29 (Call 01/01/29)		10		10,462
4.35%, 06/01/28 (Call 03/01/28)		10		10,661


				5,759,600

Oil & Gas Services — 0.1%
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc.
2.06%, 12/15/26 (Call 11/15/26)		35		34,182
3.14%, 11/07/29 (Call 08/07/29)		50		50,455
3.34%, 12/15/27 (Call 09/15/27)		10		10,308
4.08%, 12/15/47 (Call 06/15/47)		10		10,126
Halliburton Co.
2.92%, 03/01/30 (Call 12/01/29)		135		132,902
3.80%, 11/15/25 (Call 08/15/25)		4		4,190
5.00%, 11/15/45 (Call 05/15/45)		110		122,757
NOV Inc., 3.60%, 12/01/29 (Call 09/01/29)		10		10,019
Schlumberger Investment SA
2.65%, 06/26/30 (Call 03/26/30)		50		48,675
3.65%, 12/01/23 (Call 09/01/23)		128		131,487


				555,101


Security	Par (000)		Value

Packaging & Containers — 0.2%
Amcor Finance USA Inc., 3.63%, 04/28/26 (Call 01/28/26)	$	10	$	10,468
Amcor Flexibles North America Inc., 2.69%, 05/25/31 (Call 02/25/31)		10		9,624
Berry Global Inc.
0.95%, 02/15/24 (Call 01/15/24)		50		48,623
1.57%, 01/15/26 (Call 12/15/25)		60		57,149
1.65%, 01/15/27 (Call 12/15/26)		60		55,794
Packaging Corp. of America
3.40%, 12/15/27 (Call 09/15/27)		171		178,107
3.65%, 09/15/24 (Call 06/15/24)		50		51,687
Sonoco Products Co.
1.80%, 02/01/25 (Call 02/01/23)		50		48,970
2.25%, 02/01/27 (Call 01/01/27)		45		44,064
2.85%, 02/01/32 (Call 11/01/31)		50		48,529
WRKCo Inc.
3.00%, 09/15/24 (Call 07/15/24)		10		10,176
4.20%, 06/01/32 (Call 03/01/32)		60		64,316
4.65%, 03/15/26 (Call 01/15/26)		60		64,738
4.90%, 03/15/29 (Call 12/15/28)		100		111,006


				803,251

Pharmaceuticals — 2.2%
AbbVie Inc.
2.60%, 11/21/24 (Call 10/21/24)		50		50,453
2.95%, 11/21/26 (Call 09/21/26)		10		10,166
3.20%, 05/14/26 (Call 02/14/26)		50		51,304
3.20%, 11/21/29 (Call 08/21/29)		50		50,698
3.60%, 05/14/25 (Call 02/14/25)		50		51,671
3.75%, 11/14/23 (Call 10/14/23)		10		10,311
3.80%, 03/15/25 (Call 12/15/24)		10		10,387
3.85%, 06/15/24 (Call 03/15/24)		130		134,459
4.05%, 11/21/39 (Call 05/21/39)		160		167,974
4.25%, 11/14/28 (Call 08/14/28)		10		10,806
4.25%, 11/21/49 (Call 05/21/49)		160		170,048
4.40%, 11/06/42		50		54,019
4.45%, 05/14/46 (Call 11/14/45)		50		53,966
4.50%, 05/14/35 (Call 11/14/34)		10		11,093
4.55%, 03/15/35 (Call 09/15/34)		123		136,462
4.70%, 05/14/45 (Call 11/14/44)		25		27,784
4.88%, 11/14/48 (Call 05/14/48)		135		155,365
AmerisourceBergen Corp.
2.70%, 03/15/31 (Call 12/15/30)		10		9,641
3.25%, 03/01/25 (Call 12/01/24)		15		15,396
Astrazeneca Finance LLC
0.70%, 05/28/24 (Call 05/28/22)		10		9,737
1.20%, 05/28/26 (Call 04/28/26)		10		9,588
1.75%, 05/28/28 (Call 03/28/28)		10		9,569
2.25%, 05/28/31 (Call 02/28/31)		10		9,618
AstraZeneca PLC
0.70%, 04/08/26 (Call 03/08/26)		10		9,399
1.38%, 08/06/30 (Call 05/06/30)		75		67,598
3.00%, 05/28/51 (Call 11/28/50)		10		9,379
3.38%, 11/16/25		10		10,416
3.50%, 08/17/23 (Call 07/17/23)		323		331,488
4.38%, 11/16/45		75		85,864
4.38%, 08/17/48 (Call 02/17/48)		25		28,897
6.45%, 09/15/37		35		47,501
Becton Dickinson and Co.
1.96%, 02/11/31 (Call 11/11/30)		60		54,646
2.82%, 05/20/30 (Call 02/20/30)		10		9,845
3.70%, 06/06/27 (Call 03/06/27)		10		10,492


Security	Par (000)		Value

Pharmaceuticals (continued)
4.67%, 06/06/47 (Call 12/06/46)	$	50	$	56,085
Bristol-Myers Squibb Co.
0.54%, 11/13/23 (Call 04/11/22)		460		452,309
0.75%, 11/13/25 (Call 10/13/25)		10		9,489
1.13%, 11/13/27 (Call 09/13/27)		10		9,406
1.45%, 11/13/30 (Call 08/13/30)		10		9,053
2.55%, 11/13/50 (Call 05/13/50)		50		42,371
2.90%, 07/26/24 (Call 06/26/24)		10		10,239
3.20%, 06/15/26 (Call 04/15/26)		10		10,419
3.40%, 07/26/29 (Call 04/26/29)		10		10,529
3.45%, 11/15/27 (Call 08/15/27)		200		210,988
3.55%, 03/15/42 (Call 09/15/41)		10		10,205
3.88%, 08/15/25 (Call 05/15/25)		10		10,548
3.90%, 02/20/28 (Call 11/20/27)		210		225,937
3.90%, 03/15/62 (Call 09/15/61)		10		10,385
4.13%, 06/15/39 (Call 12/15/38)		110		120,609
4.25%, 10/26/49 (Call 04/26/49)		125		140,432
4.55%, 02/20/48 (Call 08/20/47)		25		29,076
5.00%, 08/15/45 (Call 02/15/45)		25		30,931
Cardinal Health Inc.
4.60%, 03/15/43		65		68,022
4.90%, 09/15/45 (Call 03/15/45)		25		27,087
Cigna Corp.
1.25%, 03/15/26 (Call 02/15/26)		10		9,566
2.38%, 03/15/31 (Call 12/15/30)		205		192,973
2.40%, 03/15/30 (Call 12/15/29)		75		71,272
3.40%, 03/01/27 (Call 12/01/26)		10		10,361
3.40%, 03/15/50 (Call 09/15/49)		110		100,628
3.40%, 03/15/51 (Call 09/15/50)		10		9,116
3.75%, 07/15/23 (Call 06/15/23)		39		40,030
4.13%, 11/15/25 (Call 09/15/25)		10		10,534
4.38%, 10/15/28 (Call 07/15/28)		280		303,498
4.50%, 02/25/26 (Call 11/27/25)		10		10,710
4.80%, 08/15/38 (Call 02/15/38)		10		11,156
4.80%, 07/15/46 (Call 01/16/46)		15		16,722
4.90%, 12/15/48 (Call 06/15/48)		10		11,358
CVS Health Corp.
1.30%, 08/21/27 (Call 06/21/27)		50		46,638
1.75%, 08/21/30 (Call 05/21/30)		10		9,042
1.88%, 02/28/31 (Call 11/28/30)		10		9,088
2.63%, 08/15/24 (Call 07/15/24)		10		10,118
2.70%, 08/21/40 (Call 02/21/40)		10		8,723
2.88%, 06/01/26 (Call 03/01/26)		50		50,587
3.00%, 08/15/26 (Call 06/15/26)		50		50,868
3.25%, 08/15/29 (Call 05/15/29)		10		10,168
3.38%, 08/12/24 (Call 05/12/24)		10		10,271
3.63%, 04/01/27 (Call 02/01/27)		10		10,471
3.75%, 04/01/30 (Call 01/01/30)		75		78,693
3.88%, 07/20/25 (Call 04/20/25)		50		52,266
4.10%, 03/25/25 (Call 01/25/25)		50		52,468
4.13%, 04/01/40 (Call 10/01/39)		250		259,620
4.25%, 04/01/50 (Call 10/01/49)		10		10,724
4.30%, 03/25/28 (Call 12/25/27)		200		216,176
4.78%, 03/25/38 (Call 09/25/37)		10		11,196
5.05%, 03/25/48 (Call 09/25/47)		183		213,740
5.13%, 07/20/45 (Call 01/20/45)		75		86,923
6.25%, 06/01/27		50		58,385
Eli Lilly & Co.
2.25%, 05/15/50 (Call 11/15/49)		10		8,303
3.38%, 03/15/29 (Call 12/15/28)		10		10,552


Security	Par (000)		Value

Pharmaceuticals (continued)
GlaxoSmithKline Capital Inc.
3.63%, 05/15/25	$	10	$	10,462
3.88%, 05/15/28		10		10,722
5.38%, 04/15/34		50		62,616
6.38%, 05/15/38		100		138,188
GlaxoSmithKline Capital PLC
0.53%, 10/01/23 (Call 10/01/22)		10		9,833
3.00%, 06/01/24 (Call 05/01/24)		60		61,349
Johnson & Johnson
0.55%, 09/01/25 (Call 08/01/25)		10		9,522
0.95%, 09/01/27 (Call 07/01/27)		10		9,426
1.30%, 09/01/30 (Call 06/01/30)		25		22,933
2.10%, 09/01/40 (Call 03/01/40)		10		8,641
2.25%, 09/01/50 (Call 03/01/50)		10		8,386
2.45%, 03/01/26 (Call 12/01/25)		50		50,905
2.90%, 01/15/28 (Call 10/15/27)		65		67,203
2.95%, 03/03/27 (Call 12/03/26)		10		10,372
3.55%, 03/01/36 (Call 09/01/35)		93		100,223
3.63%, 03/03/37 (Call 09/03/36)		10		10,781
3.70%, 03/01/46 (Call 09/01/45)		138		148,131
5.95%, 08/15/37		50		67,805
McKesson Corp.
1.30%, 08/15/26 (Call 07/15/26)		200		189,556
3.80%, 03/15/24 (Call 12/15/23)		73		75,310
Mead Johnson Nutrition Co., 4.60%, 06/01/44 (Call 12/01/43)		15		17,792
Merck & Co. Inc.
0.75%, 02/24/26 (Call 01/24/26)		25		23,811
1.45%, 06/24/30 (Call 03/24/30)		75		68,503
2.35%, 06/24/40 (Call 12/24/39)		35		30,835
2.45%, 06/24/50 (Call 12/24/49)		60		51,259
2.75%, 02/10/25 (Call 11/10/24)		10		10,230
3.40%, 03/07/29 (Call 12/07/28)		85		89,476
3.70%, 02/10/45 (Call 08/10/44)		75		78,303
4.00%, 03/07/49 (Call 09/07/48)		55		60,623
Merck Sharp & Dohme Corp., 5.95%, 12/01/28		50		60,531
Mylan Inc.
4.20%, 11/29/23 (Call 08/29/23)		56		57,590
5.20%, 04/15/48 (Call 10/15/47)		60		65,091
Novartis Capital Corp.
1.75%, 02/14/25 (Call 01/14/25)		10		9,942
2.00%, 02/14/27 (Call 12/14/26)		10		9,914
2.20%, 08/14/30 (Call 05/14/30)		10		9,722
2.75%, 08/14/50 (Call 02/14/50)		10		9,157
3.00%, 11/20/25 (Call 08/20/25)		110		113,497
3.40%, 05/06/24		45		46,511
4.00%, 11/20/45 (Call 05/20/45)		33		36,607
4.40%, 05/06/44		75		87,223
Pfizer Inc.
0.80%, 05/28/25 (Call 04/28/25)		10		9,648
1.70%, 05/28/30 (Call 02/28/30)		10		9,326
1.75%, 08/18/31 (Call 05/18/31)		100		92,673
2.55%, 05/28/40 (Call 11/28/39)		50		45,744
2.63%, 04/01/30 (Call 01/01/30)		75		75,117
2.70%, 05/28/50 (Call 11/28/49)		40		36,220
2.75%, 06/03/26		10		10,278
3.00%, 12/15/26		10		10,405
3.20%, 09/15/23 (Call 08/15/23)		73		74,828
3.45%, 03/15/29 (Call 12/15/28)		10		10,555
3.60%, 09/15/28 (Call 06/15/28)		210		224,925
4.00%, 03/15/49 (Call 09/15/48)		75		83,416


Security	Par (000)		Value

Pharmaceuticals (continued)
4.20%, 09/15/48 (Call 03/15/48)	$	100	$	114,027
5.60%, 09/15/40		50		64,557
Pharmacia LLC, 6.60%, 12/01/28		250		308,435
Sanofi, 3.38%, 06/19/23 (Call 05/19/23)		25		25,581
Shire Acquisitions Investments Ireland DAC
2.88%, 09/23/23 (Call 07/23/23)		45		45,603
3.20%, 09/23/26 (Call 06/23/26)		191		196,016
Takeda Pharmaceutical Co. Ltd.
3.03%, 07/09/40 (Call 01/09/40)		200		181,256
4.40%, 11/26/23 (Call 10/26/23)		200		207,618
Utah Acquisition Sub Inc., 3.95%, 06/15/26 (Call 03/15/26)		50		51,634
Viatris Inc.
2.30%, 06/22/27 (Call 04/22/27)		10		9,620
2.70%, 06/22/30 (Call 03/22/30)		10		9,337
3.85%, 06/22/40 (Call 12/22/39)		10		9,385
4.00%, 06/22/50 (Call 12/22/49)		60		53,114
Zoetis Inc.
3.00%, 09/12/27 (Call 06/15/27)		10		10,194
3.00%, 05/15/50 (Call 11/15/49)		25		23,080
3.95%, 09/12/47 (Call 03/12/47)		40		43,064


				9,497,741

Pipelines — 1.2%
Boardwalk Pipelines LP
3.40%, 02/15/31 (Call 11/15/30)		15		14,696
4.95%, 12/15/24 (Call 09/15/24)		131		138,387
Cheniere Corpus Christi Holdings LLC
3.70%, 11/15/29 (Call 05/18/29)		25		25,524
5.13%, 06/30/27 (Call 01/01/27)		25		27,289
5.88%, 03/31/25 (Call 10/02/24)		60		64,811
7.00%, 06/30/24 (Call 01/01/24)		305		330,223
Columbia Pipeline Group Inc., 5.80%, 06/01/45 (Call 12/01/44)		10		12,049
Eastern Gas Transmission & Storage Inc.
3.00%, 11/15/29 (Call 08/15/29)^(b)		57		56,771
4.80%, 11/01/43 (Call 05/01/43)^(b)		20		21,688
Enbridge Energy Partners LP, 7.38%, 10/15/45 (Call 04/15/45)		50		70,993
Enbridge Inc.
2.50%, 08/01/33 (Call 05/01/33)		10		9,208
3.13%, 11/15/29 (Call 08/15/29)		42		42,171
3.50%, 06/10/24 (Call 03/10/24)		100		102,473
3.70%, 07/15/27 (Call 04/15/27)		10		10,430
4.00%, 10/01/23 (Call 07/01/23)		25		25,692
4.00%, 11/15/49 (Call 05/15/49)		35		35,197
4.25%, 12/01/26 (Call 09/01/26)		10		10,662
Energy Transfer LP
2.90%, 05/15/25 (Call 04/15/25)		10		10,058
3.75%, 05/15/30 (Call 02/15/30)		10		10,135
4.05%, 03/15/25 (Call 12/15/24)		10		10,356
4.25%, 03/15/23 (Call 12/15/22)		10		10,195
4.25%, 04/01/24 (Call 01/01/24)		25		25,838
4.50%, 04/15/24 (Call 03/15/24)		35		36,454
4.95%, 05/15/28 (Call 02/15/28)		50		53,876
4.95%, 06/15/28 (Call 03/15/28)		10		10,821
5.00%, 05/15/44 (Call 11/15/43)		10		9,956
5.00%, 05/15/50 (Call 11/15/49)		110		114,613
5.15%, 03/15/45 (Call 09/15/44)		25		25,643
5.25%, 04/15/29 (Call 01/15/29)		10		10,989
5.40%, 10/01/47 (Call 04/01/47)		100		106,323
5.50%, 06/01/27 (Call 03/01/27)		200		220,696


Security	Par (000)		Value

Pipelines (continued)
5.88%, 01/15/24 (Call 10/15/23)	$	10	$	10,561
5.95%, 10/01/43 (Call 04/01/43)		10		11,026
6.00%, 06/15/48 (Call 12/15/47)		70		79,165
6.10%, 02/15/42		20		22,545
6.25%, 04/15/49 (Call 10/15/48)		50		58,374
Series 20Y, 5.80%, 06/15/38 (Call 12/15/37)		10		11,182
Enterprise Products Operating LLC
2.80%, 01/31/30 (Call 10/31/29)		130		128,056
3.13%, 07/31/29 (Call 04/30/29)		10		10,098
3.20%, 02/15/52 (Call 08/15/51)		10		8,642
3.70%, 02/15/26 (Call 11/15/25)		50		52,180
3.75%, 02/15/25 (Call 11/15/24)		10		10,402
4.15%, 10/16/28 (Call 07/16/28)		10		10,747
4.25%, 02/15/48 (Call 08/15/47)		100		101,400
4.80%, 02/01/49 (Call 08/01/48)		50		54,597
4.85%, 03/15/44 (Call 09/15/43)		75		81,695
4.90%, 05/15/46 (Call 11/15/45)		175		191,656
Kinder Morgan Energy Partners LP
4.15%, 02/01/24 (Call 11/01/23)		10		10,321
4.25%, 09/01/24 (Call 06/01/24)		10		10,405
5.40%, 09/01/44 (Call 03/01/44)		96		107,072
5.50%, 03/01/44 (Call 09/01/43)		100		112,255
Kinder Morgan Inc.
2.00%, 02/15/31 (Call 11/15/30)^(c)		10		8,981
3.60%, 02/15/51 (Call 08/15/50)		10		8,966
4.30%, 06/01/25 (Call 03/01/25)		10		10,483
4.30%, 03/01/28 (Call 12/01/27)		10		10,657
5.05%, 02/15/46 (Call 08/15/45)		75		81,222
5.20%, 03/01/48 (Call 09/01/47)		5		5,567
5.55%, 06/01/45 (Call 12/01/44)		35		40,113
Magellan Midstream Partners LP
3.25%, 06/01/30 (Call 03/01/30)		10		9,995
4.20%, 10/03/47 (Call 04/03/47)		34		33,409
MPLX LP
1.75%, 03/01/26 (Call 02/01/26)		10		9,611
4.00%, 03/15/28 (Call 12/15/27)		10		10,436
4.13%, 03/01/27 (Call 12/01/26)		10		10,542
4.50%, 04/15/38 (Call 10/15/37)		25		25,861
4.80%, 02/15/29 (Call 11/15/28)		35		38,347
4.88%, 12/01/24 (Call 09/01/24)		25		26,492
4.90%, 04/15/58 (Call 10/15/57)		75		77,323
5.50%, 02/15/49 (Call 08/15/48)		70		79,969
ONEOK Inc.
3.10%, 03/15/30 (Call 12/15/29)		85		82,401
4.35%, 03/15/29 (Call 12/15/28)		5		5,238
4.55%, 07/15/28 (Call 04/15/28)		10		10,672
5.20%, 07/15/48 (Call 01/15/48)		100		108,906
5.85%, 01/15/26 (Call 12/15/25)		10		11,132
7.50%, 09/01/23 (Call 06/01/23)		25		26,687
ONEOK Partners LP
6.20%, 09/15/43 (Call 03/15/43)		47		54,303
6.65%, 10/01/36		5		6,028
Plains All American Pipeline LP/PAA Finance Corp.
3.85%, 10/15/23 (Call 07/15/23)		15		15,346
4.50%, 12/15/26 (Call 09/15/26)		10		10,663
4.70%, 06/15/44 (Call 12/15/43)		20		19,019
4.90%, 02/15/45 (Call 08/15/44)		49		47,498
6.65%, 01/15/37		65		76,779
Sabine Pass Liquefaction LLC
4.20%, 03/15/28 (Call 09/15/27)		25		26,330


Security	Par (000)		Value

Pipelines (continued)
4.50%, 05/15/30 (Call 11/15/29)	$	10	$	10,767
5.00%, 03/15/27 (Call 09/15/26)		65		70,736
5.63%, 03/01/25 (Call 12/01/24)		133		143,592
5.75%, 05/15/24 (Call 02/15/24)		100		106,400
5.88%, 06/30/26 (Call 12/31/25)		25		27,794
Spectra Energy Partners LP
4.75%, 03/15/24 (Call 12/15/23)		10		10,459
5.95%, 09/25/43 (Call 03/25/43)		50		62,779
TransCanada PipeLines Ltd.
4.10%, 04/15/30 (Call 01/15/30)		10		10,608
4.25%, 05/15/28 (Call 02/15/28)		50		53,363
5.00%, 10/16/43 (Call 04/16/43)		105		118,918
6.10%, 06/01/40		50		63,215
6.20%, 10/15/37		25		31,582
7.63%, 01/15/39		50		71,375
Transcontinental Gas Pipe Line Co. LLC
3.25%, 05/15/30 (Call 02/15/30)		200		201,044
4.00%, 03/15/28 (Call 12/15/27)		50		52,799
Williams Companies Inc. (The)
2.60%, 03/15/31 (Call 12/15/30)		35		33,112
3.50%, 11/15/30 (Call 08/15/30)		10		10,169
3.75%, 06/15/27 (Call 03/15/27)		10		10,425
3.90%, 01/15/25 (Call 10/15/24)		25		25,954
4.30%, 03/04/24 (Call 12/04/23)		10		10,368
4.55%, 06/24/24 (Call 03/24/24)		10		10,484
5.10%, 09/15/45 (Call 03/15/45)		75		82,971
6.30%, 04/15/40		50		61,748


				5,006,234

Real Estate — 0.0%
CBRE Services Inc.
2.50%, 04/01/31 (Call 01/01/31)		50		47,332
4.88%, 03/01/26 (Call 12/01/25)		50		54,308


				101,640

Real Estate Investment Trusts — 1.3%
Agree LP, 2.00%, 06/15/28 (Call 04/15/28)		25		23,557
Alexandria Real Estate Equities Inc.
2.00%, 05/18/32 (Call 02/18/32)		35		31,699
2.75%, 12/15/29 (Call 09/15/29)		25		24,730
3.00%, 05/18/51 (Call 11/18/50)		65		57,100
3.45%, 04/30/25 (Call 02/28/25)		10		10,352
3.55%, 03/15/52 (Call 09/15/51)		10		9,628
4.00%, 02/01/50 (Call 08/01/49)		25		25,927
American Assets Trust LP, 3.38%, 02/01/31 (Call 11/01/30)		10		9,694
American Campus Communities Operating Partnership LP
2.25%, 01/15/29 (Call 11/15/28)		10		9,406
3.88%, 01/30/31 (Call 10/30/30)		25		26,069
4.13%, 07/01/24 (Call 04/01/24)		75		77,917
American Homes 4 Rent LP
2.38%, 07/15/31 (Call 04/15/31)		35		32,117
3.38%, 07/15/51 (Call 01/15/51)		15		12,861
4.25%, 02/15/28 (Call 11/15/27)		25		26,380
4.90%, 02/15/29 (Call 11/15/28)		10		10,999
American Tower Corp.
1.30%, 09/15/25 (Call 08/15/25)		10		9,583
1.50%, 01/31/28 (Call 11/30/27)		10		9,166
1.60%, 04/15/26 (Call 03/15/26)		10		9,590
1.88%, 10/15/30 (Call 07/15/30)		10		8,860
2.10%, 06/15/30 (Call 03/15/30)		10		9,068
2.70%, 04/15/31 (Call 01/15/31)		10		9,425
2.75%, 01/15/27 (Call 11/15/26)		10		9,987


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
2.90%, 01/15/30 (Call 10/15/29)	$	10	$	9,654
2.95%, 01/15/51 (Call 07/15/50)		10		8,187
3.00%, 06/15/23		50		50,742
3.10%, 06/15/50 (Call 12/15/49)		80		67,105
3.38%, 10/15/26 (Call 07/15/26)		10		10,264
3.55%, 07/15/27 (Call 04/15/27)		10		10,286
3.80%, 08/15/29 (Call 05/15/29)		10		10,336
3.95%, 03/15/29 (Call 12/15/28)		50		51,926
4.00%, 06/01/25 (Call 03/01/25)		10		10,411
4.40%, 02/15/26 (Call 11/15/25)		10		10,608
5.00%, 02/15/24		50		52,671
AvalonBay Communities Inc.
2.30%, 03/01/30 (Call 12/01/29)		35		33,850
2.45%, 01/15/31 (Call 10/15/30)		10		9,732
3.90%, 10/15/46 (Call 04/15/46)		25		26,893
4.20%, 12/15/23 (Call 09/16/23)		15		15,522
4.35%, 04/15/48 (Call 10/15/47)		25		28,650
Boston Properties LP
2.55%, 04/01/32 (Call 01/01/32)		15		14,004
2.75%, 10/01/26 (Call 07/01/26)		10		10,025
3.25%, 01/30/31 (Call 10/30/30)		75		74,869
3.40%, 06/21/29 (Call 03/21/29)		15		15,331
Brandywine Operating Partnership LP
3.95%, 11/15/27 (Call 08/15/27)		20		20,874
4.55%, 10/01/29 (Call 07/01/29)		10		10,726
Brixmor Operating Partnership LP, 4.05%, 07/01/30 (Call 04/01/30)		55		57,545
Camden Property Trust, 3.35%, 11/01/49 (Call 05/01/49)		15		14,771
Corporate Office Properties LP
2.00%, 01/15/29 (Call 11/15/28)		15		13,835
2.75%, 04/15/31 (Call 01/15/31)		25		23,430
Crown Castle International Corp.
1.05%, 07/15/26 (Call 06/15/26)		10		9,340
1.35%, 07/15/25 (Call 06/15/25)		10		9,595
2.25%, 01/15/31 (Call 10/15/30)		260		236,688
2.90%, 04/01/41 (Call 10/01/40)		10		8,606
3.10%, 11/15/29 (Call 08/15/29)		50		49,213
3.25%, 01/15/51 (Call 07/15/50)		50		43,214
3.65%, 09/01/27 (Call 06/01/27)		10		10,352
3.70%, 06/15/26 (Call 03/15/26)		10		10,377
3.80%, 02/15/28 (Call 11/15/27)		20		20,787
4.00%, 03/01/27 (Call 12/01/26)		10		10,498
CubeSmart LP
2.25%, 12/15/28 (Call 10/15/28)		80		76,051
4.38%, 02/15/29 (Call 11/15/28)		10		10,815
CyrusOne LP/CyrusOne Finance Corp.
2.15%, 11/01/30 (Call 08/01/30)		55		53,408
2.90%, 11/15/24 (Call 10/15/24)		65		66,217
3.45%, 11/15/29 (Call 08/15/29)		60		63,566
Digital Realty Trust LP
3.60%, 07/01/29 (Call 04/01/29)		64		65,877
3.70%, 08/15/27 (Call 05/15/27)		35		36,654
4.45%, 07/15/28 (Call 04/15/28)		20		21,578
Duke Realty LP, 1.75%, 07/01/30 (Call 04/01/30)		50		45,408
Equinix Inc.
1.00%, 09/15/25 (Call 08/15/25)		85		80,515
1.45%, 05/15/26 (Call 04/15/26)		10		9,515
1.55%, 03/15/28 (Call 01/15/28)		10		9,191
1.80%, 07/15/27 (Call 05/15/27)		60		56,702
2.15%, 07/15/30 (Call 04/15/30)		10		9,123


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
2.50%, 05/15/31 (Call 02/15/31)	$	35	$	32,370
2.63%, 11/18/24 (Call 10/18/24)		60		60,374
2.90%, 11/18/26 (Call 09/18/26)		10		10,074
2.95%, 09/15/51 (Call 03/15/51)		25		20,527
3.00%, 07/15/50 (Call 01/15/50)		15		12,518
3.20%, 11/18/29 (Call 08/18/29)		10		9,870
ERP Operating LP
2.50%, 02/15/30 (Call 11/15/29)		165		161,575
3.25%, 08/01/27 (Call 05/01/27)		25		25,889
3.50%, 03/01/28 (Call 12/01/27)		25		26,323
4.50%, 07/01/44 (Call 01/01/44)		15		17,294
Essex Portfolio LP
2.65%, 09/01/50 (Call 03/01/50)		15		12,054
4.50%, 03/15/48 (Call 09/15/47)		25		27,917
Extra Space Storage LP, 2.55%, 06/01/31 (Call 03/01/31)		25		23,588
GLP Capital LP/GLP Financing II Inc.
4.00%, 01/15/30 (Call 10/17/29)		55		55,449
5.38%, 11/01/23 (Call 08/01/23)		55		57,333
5.38%, 04/15/26 (Call 01/15/26)		50		53,528
5.75%, 06/01/28 (Call 03/03/28)		55		60,831
Healthcare Realty Trust Inc., 2.40%, 03/15/30 (Call 09/15/29)		50		47,238
Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29)		34		33,534
Healthpeak Properties Inc.
1.35%, 02/01/27 (Call 01/01/27)		10		9,462
2.88%, 01/15/31 (Call 10/15/30)		105		103,207
3.25%, 07/15/26 (Call 05/15/26)		55		56,899
3.50%, 07/15/29 (Call 04/15/29)		25		25,874
Host Hotels & Resorts LP, Series J, 2.90%, 12/15/31 (Call 09/15/31)		10		9,242
Hudson Pacific Properties LP, 4.65%, 04/01/29 (Call 01/01/29)		25		27,130
Kimco Realty Corp.
3.13%, 06/01/23 (Call 03/01/23)		15		15,207
3.70%, 10/01/49 (Call 04/01/49)		26		25,220
4.13%, 12/01/46 (Call 06/01/46)		15		15,505
Kite Realty Group LP, 4.00%, 10/01/26 (Call 07/01/26)		25		26,043
Kite Realty Group Trust, 4.00%, 03/15/25 (Call 12/15/24)		25		25,712
Life Storage LP
3.88%, 12/15/27 (Call 09/15/27)		20		21,206
4.00%, 06/15/29 (Call 03/15/29)		75		79,522
LXP Industrial Trust, 2.70%, 09/15/30 (Call 06/15/30)		25		23,815
Mid-America Apartments LP
1.70%, 02/15/31 (Call 11/15/30)		20		18,042
3.95%, 03/15/29 (Call 12/15/28)		25		26,729
National Health Investors Inc., 3.00%, 02/01/31 (Call 11/01/30)		75		69,181
National Retail Properties Inc.
3.50%, 10/15/27 (Call 07/15/27)		40		41,738
3.60%, 12/15/26 (Call 09/15/26)		82		85,030
4.30%, 10/15/28 (Call 07/15/28)		15		16,062
Office Properties Income Trust
3.45%, 10/15/31 (Call 07/15/31)		20		18,329
4.50%, 02/01/25 (Call 11/01/24)		30		30,756
Omega Healthcare Investors Inc.
3.25%, 04/15/33 (Call 01/15/33)		45		41,316
3.38%, 02/01/31 (Call 11/01/30)		25		23,678
3.63%, 10/01/29 (Call 07/01/29)		40		39,392
5.25%, 01/15/26 (Call 10/15/25)		15		16,110
Prologis LP
1.25%, 10/15/30 (Call 07/15/30)		10		8,824


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
2.13%, 04/15/27 (Call 02/15/27)	$	160	$	157,445
2.13%, 10/15/50 (Call 04/15/50)		15		11,541
2.25%, 04/15/30 (Call 01/15/30)		10		9,607
3.25%, 10/01/26 (Call 07/01/26)		50		51,957
3.88%, 09/15/28 (Call 06/15/28)		55		58,687
Public Storage
0.88%, 02/15/26 (Call 01/15/26)		10		9,521
1.85%, 05/01/28 (Call 03/01/28)		10		9,547
2.30%, 05/01/31 (Call 02/01/31)		10		9,598
3.09%, 09/15/27 (Call 06/15/27)		25		25,930
3.39%, 05/01/29 (Call 02/01/29)		35		36,410
Rayonier LP, 2.75%, 05/17/31 (Call 02/17/31)		15		14,319
Realty Income Corp.
2.20%, 06/15/28 (Call 04/15/28)		100		96,815
3.00%, 01/15/27 (Call 10/15/26)		25		25,422
3.65%, 01/15/28 (Call 10/15/27)		25		26,103
4.60%, 02/06/24 (Call 11/06/23)		60		62,519
4.63%, 11/01/25 (Call 09/01/25)		25		26,848
4.65%, 03/15/47 (Call 09/15/46)		25		29,034
Regency Centers LP
3.60%, 02/01/27 (Call 11/01/26)		15		15,728
4.65%, 03/15/49 (Call 09/15/48)		30		33,682
Rexford Industrial Realty LP
2.13%, 12/01/30 (Call 09/01/30)		40		36,162
2.15%, 09/01/31 (Call 06/01/31)		15		13,484
Sabra Health Care LP
3.20%, 12/01/31 (Call 09/01/31)		5		4,642
3.90%, 10/15/29 (Call 07/15/29)		50		49,905
5.13%, 08/15/26 (Call 05/15/26)		75		79,512
Simon Property Group LP
1.38%, 01/15/27 (Call 10/15/26)		50		47,267
1.75%, 02/01/28 (Call 11/01/27)		10		9,407
2.00%, 09/13/24 (Call 06/13/24)		10		9,967
2.20%, 02/01/31 (Call 11/01/30)		10		9,328
2.45%, 09/13/29 (Call 06/13/29)		10		9,663
2.65%, 07/15/30 (Call 04/15/30)		110		107,082
3.25%, 09/13/49 (Call 03/13/49)		65		59,892
3.30%, 01/15/26 (Call 10/15/25)		10		10,249
3.38%, 10/01/24 (Call 07/01/24)		10		10,288
3.38%, 12/01/27 (Call 09/01/27)		10		10,313
3.50%, 09/01/25 (Call 06/01/25)		10		10,331
3.80%, 07/15/50 (Call 01/15/50)		25		25,282
Spirit Realty LP
2.70%, 02/15/32 (Call 11/15/31)		15		14,104
3.40%, 01/15/30 (Call 10/15/29)		10		9,980
4.00%, 07/15/29 (Call 04/15/29)		20		20,803
Sun Communities Operating LP, 2.70%, 07/15/31 (Call 04/15/31)		10		9,407
Tanger Properties LP, 2.75%, 09/01/31 (Call 06/01/31)		45		40,835
UDR Inc.
3.20%, 01/15/30 (Call 10/15/29)		25		25,063
4.40%, 01/26/29 (Call 10/26/28)		35		37,808
Ventas Realty LP
3.50%, 04/15/24 (Call 03/15/24)		10		10,246
4.75%, 11/15/30 (Call 08/15/30)		50		55,864
4.88%, 04/15/49 (Call 10/15/48)		25		28,735
Vornado Realty LP, 2.15%, 06/01/26 (Call 05/01/26)		10		9,706
Welltower Inc.
2.05%, 01/15/29 (Call 11/15/28)		15		14,210
2.70%, 02/15/27 (Call 12/15/26)		10		10,077


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
2.75%, 01/15/31 (Call 10/15/30)	$	100	$	96,829
2.80%, 06/01/31 (Call 03/01/31)		10		9,682
3.63%, 03/15/24 (Call 02/15/24)		10		10,276
4.00%, 06/01/25 (Call 03/01/25)		10		10,467
Weyerhaeuser Co., 4.00%, 11/15/29 (Call 08/15/29)		50		53,297
WP Carey Inc., 2.25%, 04/01/33 (Call 01/01/33)		50		44,552


				5,502,597

Retail — 0.8%
Advance Auto Parts Inc., 1.75%, 10/01/27 (Call 08/01/27)		65		61,018
AutoNation Inc.
1.95%, 08/01/28 (Call 06/01/28)		15		14,031
2.40%, 08/01/31 (Call 05/01/31)		15		13,572
3.80%, 11/15/27 (Call 08/15/27)		60		62,195
4.75%, 06/01/30 (Call 03/01/30)		15		16,180
AutoZone Inc.
1.65%, 01/15/31 (Call 10/15/30)		10		8,872
3.13%, 07/15/23 (Call 04/15/23)		50		50,806
3.13%, 04/21/26 (Call 01/21/26)		25		25,581
3.63%, 04/15/25 (Call 03/15/25)		50		51,725
3.75%, 04/18/29 (Call 01/18/29)		50		52,228
4.00%, 04/15/30 (Call 01/15/30)		10		10,603
Best Buy Co. Inc.
1.95%, 10/01/30 (Call 07/01/30)		45		41,065
4.45%, 10/01/28 (Call 07/01/28)		50		53,887
Costco Wholesale Corp.
1.38%, 06/20/27 (Call 04/20/27)		10		9,596
1.60%, 04/20/30 (Call 01/20/30)		10		9,263
1.75%, 04/20/32 (Call 01/20/32)		10		9,211
2.75%, 05/18/24 (Call 03/18/24)		37		37,781
3.00%, 05/18/27 (Call 02/18/27)		153		158,614
Darden Restaurants Inc., 3.85%, 05/01/27 (Call 02/01/27)		100		105,324
Dollar General Corp.
3.50%, 04/03/30 (Call 01/03/30)		10		10,239
3.88%, 04/15/27 (Call 01/15/27)		50		52,813
Dollar Tree Inc.
2.65%, 12/01/31 (Call 09/01/31)		50		47,491
3.38%, 12/01/51 (Call 06/01/51)		25		22,196
4.00%, 05/15/25 (Call 03/15/25)		78		81,545
4.20%, 05/15/28 (Call 02/15/28)		60		64,126
Genuine Parts Co., 1.88%, 11/01/30 (Call 08/01/30)		45		40,537
Home Depot Inc. (The)
1.38%, 03/15/31 (Call 12/15/30)		10		8,949
2.13%, 09/15/26 (Call 06/15/26)		10		10,009
2.38%, 03/15/51 (Call 09/15/50)		60		49,334
2.50%, 04/15/27 (Call 02/15/27)		10		10,094
2.70%, 04/15/30 (Call 01/15/30)		10		9,991
2.75%, 09/15/51 (Call 03/15/51)		100		88,876
2.80%, 09/14/27 (Call 06/14/27)		10		10,235
2.95%, 06/15/29 (Call 03/15/29)		10		10,217
3.00%, 04/01/26 (Call 01/01/26)		10		10,361
3.35%, 09/15/25 (Call 06/15/25)		10		10,395
3.35%, 04/15/50 (Call 10/15/49)		100		97,988
3.50%, 09/15/56 (Call 03/15/56)		15		15,001
3.75%, 02/15/24 (Call 11/15/23)		10		10,354
3.90%, 12/06/28 (Call 09/06/28)		10		10,802
3.90%, 06/15/47 (Call 12/15/46)		50		53,133
4.25%, 04/01/46 (Call 10/01/45)		50		55,599
4.50%, 12/06/48 (Call 06/06/48)		75		86,893
5.88%, 12/16/36		15		19,816


Security	Par (000)		Value

Retail (continued)
Lowe’s Companies Inc.
1.30%, 04/15/28 (Call 02/15/28)	$	10	$	9,226
1.70%, 10/15/30 (Call 07/15/30)		10		8,997
2.50%, 04/15/26 (Call 01/15/26)		10		10,105
2.63%, 04/01/31 (Call 01/01/31)		10		9,662
3.00%, 10/15/50 (Call 04/15/50)		110		95,743
3.10%, 05/03/27 (Call 02/03/27)		10		10,299
3.38%, 09/15/25 (Call 06/15/25)		10		10,370
3.65%, 04/05/29 (Call 01/05/29)		10		10,483
4.00%, 04/15/25 (Call 03/15/25)		60		63,086
4.05%, 05/03/47 (Call 11/03/46)		75		77,082
4.50%, 04/15/30 (Call 01/15/30)		10		11,028
5.00%, 04/15/40 (Call 10/15/39)		50		57,391
McDonald’s Corp.
1.45%, 09/01/25 (Call 08/01/25)		10		9,760
2.63%, 09/01/29 (Call 06/01/29)		10		9,847
3.30%, 07/01/25 (Call 06/15/25)		10		10,318
3.50%, 07/01/27 (Call 05/01/27)		10		10,484
3.60%, 07/01/30 (Call 04/01/30)		10		10,502
3.63%, 09/01/49 (Call 03/01/49)		165		162,258
3.70%, 01/30/26 (Call 10/30/25)		10		10,509
4.60%, 05/26/45 (Call 11/26/44)		106		117,259
O’Reilly Automotive Inc.
3.55%, 03/15/26 (Call 12/15/25)		65		67,603
3.90%, 06/01/29 (Call 03/01/29)		40		42,052
4.20%, 04/01/30 (Call 01/01/30)		40		42,884
Ross Stores Inc.
0.88%, 04/15/26 (Call 03/15/26)		125		117,996
1.88%, 04/15/31 (Call 01/15/31)		10		9,043
Starbucks Corp.
2.00%, 03/12/27 (Call 01/12/27)		60		58,540
2.25%, 03/12/30 (Call 12/12/29)		10		9,446
2.55%, 11/15/30 (Call 08/15/30)		10		9,610
3.50%, 03/01/28 (Call 12/01/27)		50		52,020
3.50%, 11/15/50 (Call 05/15/50)		100		93,854
3.80%, 08/15/25 (Call 06/15/25)		290		303,839
3.85%, 10/01/23 (Call 07/01/23)		60		61,703
Target Corp.
2.25%, 04/15/25 (Call 03/15/25)		10		10,068
2.35%, 02/15/30 (Call 11/15/29)		10		9,828
2.50%, 04/15/26		10		10,230
3.38%, 04/15/29 (Call 01/15/29)		10		10,601
3.50%, 07/01/24		10		10,409
4.00%, 07/01/42		100		110,787
TJX Companies Inc. (The), 2.25%, 09/15/26 (Call 06/15/26)		35		35,060
Walgreens Boots Alliance Inc., 4.10%, 04/15/50 (Call 10/15/49)		50		50,140
Walmart Inc.
2.38%, 09/24/29 (Call 06/24/29)		17		16,946
3.30%, 04/22/24 (Call 01/22/24)		10		10,319
4.05%, 06/29/48 (Call 12/29/47)		55		62,907


				3,598,840

Savings & Loans — 0.0%
New York Community Bancorp Inc., 5.90%, 11/06/28 (Call 11/06/23), (3 mo. LIBOR US + 2.780%)^(a)		55		58,738


Semiconductors — 0.9%
Analog Devices Inc.
2.10%, 10/01/31 (Call 07/01/31)		15		14,305
2.80%, 10/01/41 (Call 04/01/41)		15		13,801
2.95%, 04/01/25 (Call 03/01/25)		76		77,847


Security	Par (000)		Value

Semiconductors (continued)
3.50%, 12/05/26 (Call 09/05/26)	$	35	$	36,942
Applied Materials Inc.
1.75%, 06/01/30 (Call 03/01/30)		10		9,360
3.30%, 04/01/27 (Call 01/01/27)		10		10,445
5.10%, 10/01/35 (Call 04/01/35)		70		85,203
Broadcom Corp./Broadcom Cayman Finance Ltd.
3.50%, 01/15/28 (Call 10/15/27)		10		10,216
3.63%, 01/15/24 (Call 11/15/23)		60		61,563
3.88%, 01/15/27 (Call 10/15/26)		10		10,416
Broadcom Inc.
1.95%, 02/15/28 (Call 12/15/27)^(b)		75		70,822
2.45%, 02/15/31 (Call 11/15/30)^(b)		210		193,981
2.60%, 02/15/33 (Call 11/15/32)^(b)		15		13,671
3.15%, 11/15/25 (Call 10/15/25)		10		10,186
3.42%, 04/15/33 (Call 01/15/33)^(b)		10		9,762
3.46%, 09/15/26 (Call 07/15/26)		25		25,747
3.47%, 04/15/34 (Call 01/15/34)^(b)		110		106,667
3.50%, 02/15/41 (Call 08/15/40)^(b)		110		101,645
3.75%, 02/15/51 (Call 08/15/50)^(b)		65		60,709
4.11%, 09/15/28 (Call 06/15/28)		10		10,510
4.15%, 11/15/30 (Call 08/15/30)		100		104,864
4.25%, 04/15/26 (Call 02/15/26)		10		10,565
4.30%, 11/15/32 (Call 08/15/32)		25		26,348
4.70%, 04/15/25 (Call 03/15/25)		10		10,628
4.75%, 04/15/29 (Call 01/15/29)		10		10,869
5.00%, 04/15/30 (Call 01/15/30)		35		38,682
Intel Corp.
2.45%, 11/15/29 (Call 08/15/29)		10		9,795
2.60%, 05/19/26 (Call 02/19/26)		290		295,788
3.05%, 08/12/51 (Call 02/12/51)		75		67,774
3.15%, 05/11/27 (Call 02/11/27)		60		62,192
3.25%, 11/15/49 (Call 05/15/49)		10		9,338
3.40%, 03/25/25 (Call 02/25/25)		10		10,359
3.70%, 07/29/25 (Call 04/29/25)		10		10,467
3.73%, 12/08/47 (Call 06/08/47)		100		101,136
3.75%, 03/25/27 (Call 01/25/27)		10		10,639
3.90%, 03/25/30 (Call 12/25/29)		10		10,784
4.10%, 05/19/46 (Call 11/19/45)		75		80,164
4.10%, 05/11/47 (Call 11/11/46)		10		10,671
4.75%, 03/25/50 (Call 09/25/49)		20		23,480
4.80%, 10/01/41		75		88,284
4.90%, 07/29/45 (Call 01/29/45)		75		89,076
KLA Corp.
4.10%, 03/15/29 (Call 12/15/28)		10		10,784
4.65%, 11/01/24 (Call 08/01/24)		175		185,257
Lam Research Corp.
3.13%, 06/15/60 (Call 12/15/59)		15		13,536
3.75%, 03/15/26 (Call 01/15/26)		170		179,802
4.00%, 03/15/29 (Call 12/15/28)		10		10,845
Marvell Technology Inc.
1.65%, 04/15/26 (Call 03/15/26)		10		9,617
2.95%, 04/15/31 (Call 01/15/31)		10		9,658
4.88%, 06/22/28 (Call 03/22/28)		84		91,788
Microchip Technology Inc., 4.33%, 06/01/23 (Call 05/01/23)		35		36,000
Micron Technology Inc.
2.70%, 04/15/32 (Call 01/15/32)		50		46,738
4.19%, 02/15/27 (Call 12/15/26)		10		10,580
4.66%, 02/15/30 (Call 11/15/29)		25		27,110
5.33%, 02/06/29 (Call 11/06/28)		15		16,761


Security	Par (000)		Value

Semiconductors (continued)
NVIDIA Corp.
0.31%, 06/15/23 (Call 06/15/22)	$	60	$	59,117
0.58%, 06/14/24 (Call 06/14/22)		10		9,729
1.55%, 06/15/28 (Call 04/15/28)		10		9,434
2.00%, 06/15/31 (Call 03/15/31)		10		9,408
2.85%, 04/01/30 (Call 01/01/30)		210		212,621
3.20%, 09/16/26 (Call 06/16/26)		10		10,436
3.50%, 04/01/50 (Call 10/01/49)		10		10,254
NXP BV/NXP Funding LLC
4.88%, 03/01/24 (Call 02/01/24)^(b)		50		52,459
5.55%, 12/01/28 (Call 09/01/28)^(b)		65		74,232
NXP BV/NXP Funding LLC/NXP USA Inc.
2.50%, 05/11/31 (Call 02/11/31)^(b)		35		32,578
3.25%, 05/11/41 (Call 11/11/40)^(b)		10		9,155
3.40%, 05/01/30 (Call 02/01/30)^(b)		15		15,132
3.88%, 06/18/26 (Call 04/18/26)^(b)		95		99,502
Qorvo Inc., 4.38%, 10/15/29 (Call 10/15/24)		40		40,806
QUALCOMM Inc.
1.30%, 05/20/28 (Call 02/20/28)		10		9,300
1.65%, 05/20/32 (Call 02/20/32)		60		54,049
2.15%, 05/20/30 (Call 02/20/30)		10		9,600
2.90%, 05/20/24 (Call 03/20/24)		60		61,297
3.25%, 05/20/27 (Call 02/20/27)		10		10,423
3.25%, 05/20/50 (Call 11/20/49)		10		9,805
3.45%, 05/20/25 (Call 02/20/25)		110		114,257
4.30%, 05/20/47 (Call 11/20/46)		115		130,016
4.80%, 05/20/45 (Call 11/20/44)		10		11,916
Skyworks Solutions Inc.
0.90%, 06/01/23 (Call 06/01/22)		50		49,302
1.80%, 06/01/26 (Call 05/01/26)		10		9,554
3.00%, 06/01/31 (Call 03/01/31)		10		9,330
Texas Instruments Inc.
1.38%, 03/12/25 (Call 02/12/25)		10		9,831
1.75%, 05/04/30 (Call 02/04/30)		10		9,426
2.25%, 09/04/29 (Call 06/04/29)		10		9,862
3.88%, 03/15/39 (Call 09/15/38)		25		27,249
4.15%, 05/15/48 (Call 11/15/47)		27		30,685
Xilinx Inc., 2.95%, 06/01/24 (Call 04/01/24)		10		10,180


				3,885,122

Shipbuilding — 0.0%
Huntington Ingalls Industries Inc., 0.67%, 08/16/23 (Call 08/16/22)^(b)		50		49,013


Software — 1.1%
Activision Blizzard Inc.
1.35%, 09/15/30 (Call 06/15/30)		60		53,442
2.50%, 09/15/50 (Call 03/15/50)		60		50,371
3.40%, 09/15/26 (Call 06/15/26)		163		170,676
3.40%, 06/15/27 (Call 03/15/27)		50		52,348
Adobe Inc.
2.15%, 02/01/27 (Call 12/01/26)		35		34,844
2.30%, 02/01/30 (Call 11/01/29)		10		9,745
3.25%, 02/01/25 (Call 11/01/24)		35		36,140
Autodesk Inc.
2.85%, 01/15/30 (Call 10/15/29)		15		14,655
4.38%, 06/15/25 (Call 03/15/25)		46		48,549
Broadridge Financial Solutions Inc., 2.60%, 05/01/31 (Call 02/01/31)		10		9,404
Citrix Systems Inc.
1.25%, 03/01/26 (Call 02/01/26)		10		9,781
3.30%, 03/01/30 (Call 12/01/29)		10		10,041


Security	Par (000)		Value

Software (continued)
4.50%, 12/01/27 (Call 09/01/27)	$	10	$	10,343
Electronic Arts Inc.
1.85%, 02/15/31 (Call 11/15/30)		60		54,832
4.80%, 03/01/26 (Call 12/01/25)		25		27,170
Fidelity National Information Services Inc.
0.60%, 03/01/24		60		58,265
1.15%, 03/01/26 (Call 02/01/26)		10		9,448
1.65%, 03/01/28 (Call 01/01/28)		10		9,266
2.25%, 03/01/31 (Call 12/01/30)		10		9,145
3.10%, 03/01/41 (Call 09/01/40)		35		31,470
Fiserv Inc.
2.25%, 06/01/27 (Call 04/01/27)		60		58,677
2.65%, 06/01/30 (Call 03/01/30)		10		9,542
2.75%, 07/01/24 (Call 06/01/24)		210		212,205
3.20%, 07/01/26 (Call 05/01/26)		10		10,212
3.50%, 07/01/29 (Call 04/01/29)		10		10,149
3.80%, 10/01/23 (Call 09/01/23)		60		61,759
4.20%, 10/01/28 (Call 07/01/28)		10		10,665
4.40%, 07/01/49 (Call 01/01/49)		40		42,619
Intuit Inc., 0.95%, 07/15/25 (Call 06/15/25)		25		23,964
Microsoft Corp.
2.40%, 08/08/26 (Call 05/08/26)		210		213,427
2.53%, 06/01/50 (Call 12/01/49)		10		8,881
2.68%, 06/01/60 (Call 12/01/59)		50		44,080
2.70%, 02/12/25 (Call 11/12/24)		150		153,891
2.88%, 02/06/24 (Call 12/06/23)		10		10,241
2.92%, 03/17/52 (Call 09/17/51)		245		234,110
3.04%, 03/17/62 (Call 09/17/61)		200		191,350
3.13%, 11/03/25 (Call 08/03/25)		10		10,385
3.30%, 02/06/27 (Call 11/06/26)		100		105,736
3.45%, 08/08/36 (Call 02/08/36)		79		84,806
3.50%, 02/12/35 (Call 08/12/34)		10		10,802
3.63%, 12/15/23 (Call 09/15/23)		60		62,224
3.70%, 08/08/46 (Call 02/08/46)		75		81,135
Oracle Corp.
1.65%, 03/25/26 (Call 02/25/26)		10		9,578
2.30%, 03/25/28 (Call 01/25/28)		10		9,516
2.50%, 04/01/25 (Call 03/01/25)		110		109,615
2.65%, 07/15/26 (Call 04/15/26)		60		59,591
2.80%, 04/01/27 (Call 02/01/27)		10		9,940
2.88%, 03/25/31 (Call 12/25/30)		10		9,546
2.95%, 11/15/24 (Call 09/15/24)		60		60,861
2.95%, 05/15/25 (Call 02/15/25)		110		110,986
2.95%, 04/01/30 (Call 01/01/30)		10		9,670
3.25%, 11/15/27 (Call 08/15/27)		10		10,127
3.40%, 07/08/24 (Call 04/08/24)		10		10,240
3.60%, 04/01/40 (Call 10/01/39)		115		104,096
3.60%, 04/01/50 (Call 10/01/49)		65		56,449
3.65%, 03/25/41 (Call 09/25/40)		110		99,586
3.80%, 11/15/37 (Call 05/15/37)		325		309,026
3.85%, 04/01/60 (Call 10/01/59)		50		43,088
3.90%, 05/15/35 (Call 11/15/34)		110		107,754
3.95%, 03/25/51 (Call 09/25/50)		10		9,171
4.00%, 07/15/46 (Call 01/15/46)		5		4,594
4.00%, 11/15/47 (Call 05/15/47)		80		73,288
4.10%, 03/25/61 (Call 09/25/60)		10		9,023
4.13%, 05/15/45 (Call 11/15/44)		10		9,327
4.30%, 07/08/34 (Call 01/08/34)		115		118,682
4.38%, 05/15/55 (Call 11/15/54)		75		71,313
5.38%, 07/15/40		10		10,973


Security	Par (000)		Value

Software (continued)
6.50%, 04/15/38	$	105	$	129,945
Roper Technologies Inc.
1.00%, 09/15/25 (Call 08/15/25)		10		9,513
1.75%, 02/15/31 (Call 11/15/30)		110		97,581
2.35%, 09/15/24 (Call 08/15/24)		100		100,390
2.95%, 09/15/29 (Call 06/15/29)		50		49,521
salesforce.com Inc.
1.50%, 07/15/28 (Call 05/15/28)		10		9,444
2.70%, 07/15/41 (Call 01/15/41)		10		9,128
2.90%, 07/15/51 (Call 01/15/51)		135		123,098
3.05%, 07/15/61 (Call 01/15/61)		10		9,025
3.70%, 04/11/28 (Call 01/11/28)		10		10,671
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30)		10		8,818
VMware Inc.
1.00%, 08/15/24 (Call 08/15/22)		35		33,966
1.40%, 08/15/26 (Call 07/15/26)		10		9,493
1.80%, 08/15/28 (Call 06/15/28)		35		32,443
2.20%, 08/15/31 (Call 05/15/31)		35		32,031
3.90%, 08/21/27 (Call 05/21/27)		25		26,147
4.50%, 05/15/25 (Call 04/15/25)		10		10,589
4.65%, 05/15/27 (Call 03/15/27)		10		10,827
4.70%, 05/15/30 (Call 02/15/30)		35		38,423


				4,547,888

Telecommunications — 1.8%
America Movil SAB de CV, 6.13%, 03/30/40		200		255,560
AT&T Inc.
0.90%, 03/25/24 (Call 03/25/22)		60		58,910
1.70%, 03/25/26 (Call 03/25/23)		60		58,387
2.25%, 02/01/32 (Call 11/01/31)		10		9,234
2.30%, 06/01/27 (Call 04/01/27)		10		9,865
2.55%, 12/01/33 (Call 09/01/33)		205		190,154
2.75%, 06/01/31 (Call 03/01/31)		160		155,677
3.10%, 02/01/43 (Call 08/01/42)		50		44,728
3.30%, 02/01/52 (Call 08/01/51)		185		164,150
3.40%, 05/15/25 (Call 02/15/25)		10		10,341
3.50%, 06/01/41 (Call 12/01/40)		100		95,063
3.50%, 02/01/61 (Call 08/01/60)		225		198,673
3.55%, 09/15/55 (Call 03/15/55)		198		179,576
3.65%, 06/01/51 (Call 12/01/50)		225		212,593
3.65%, 09/15/59 (Call 03/15/59)		50		45,384
3.80%, 03/01/24 (Call 01/01/24)		50		51,697
3.80%, 02/15/27 (Call 11/15/26)		60		63,375
3.80%, 12/01/57 (Call 06/01/57)		172		161,854
3.85%, 06/01/60 (Call 12/01/59)		10		9,358
3.90%, 03/11/24 (Call 12/11/23)		50		51,790
4.10%, 02/15/28 (Call 11/15/27)		5		5,366
4.13%, 02/17/26 (Call 11/17/25)		50		53,312
4.25%, 03/01/27 (Call 12/01/26)		10		10,776
4.30%, 02/15/30 (Call 11/15/29)		55		59,887
4.30%, 12/15/42 (Call 06/15/42)		10		10,388
4.35%, 03/01/29 (Call 12/01/28)		75		81,722
4.35%, 06/15/45 (Call 12/15/44)		50		51,710
4.45%, 04/01/24 (Call 01/01/24)		50		52,248
4.50%, 05/15/35 (Call 11/15/34)		10		10,985
4.75%, 05/15/46 (Call 11/15/45)		25		27,754
4.90%, 06/15/42		15		16,872
5.15%, 03/15/42		50		57,824
5.25%, 03/01/37 (Call 09/01/36)		100		117,562
Bell Telephone Co of Canada or Bell Canada, Series US-3, 0.75%, 03/17/24		50		48,737


Security	Par (000)		Value

Telecommunications (continued)
Bell Telephone Co. of Canada or Bell Canada (The), 4.46%, 04/01/48 (Call 10/01/47)	$	25	$	27,534
British Telecommunications PLC
4.50%, 12/04/23 (Call 11/04/23)		75		77,679
9.63%, 12/15/30		75		105,014
Cisco Systems Inc.
2.20%, 09/20/23 (Call 07/20/23)		35		35,356
2.50%, 09/20/26 (Call 06/20/26)		10		10,220
2.95%, 02/28/26		25		25,913
3.50%, 06/15/25		25		26,159
3.63%, 03/04/24		35		36,319
5.50%, 01/15/40		10		12,875
5.90%, 02/15/39		105		139,478
Corning Inc.
4.75%, 03/15/42		100		114,922
5.35%, 11/15/48 (Call 05/15/48)		50		62,426
5.45%, 11/15/79 (Call 05/15/79)		10		11,577
5.85%, 11/15/68 (Call 05/15/68)		10		12,890
Deutsche Telekom International Finance BV
8.75%, 06/15/30		60		83,123
9.25%, 06/01/32		50		75,160
Juniper Networks Inc.
1.20%, 12/10/25 (Call 11/10/25)		25		23,891
2.00%, 12/10/30 (Call 09/10/30)		25		22,400
3.75%, 08/15/29 (Call 05/15/29)		25		25,791
5.95%, 03/15/41		35		42,134
Motorola Solutions Inc.
2.30%, 11/15/30 (Call 08/15/30)		10		9,192
2.75%, 05/24/31 (Call 02/24/31)		10		9,445
4.00%, 09/01/24		143		147,863
4.60%, 02/23/28 (Call 11/23/27)		10		10,790
4.60%, 05/23/29 (Call 02/23/29)		10		10,791
5.50%, 09/01/44		25		29,038
Orange SA, 9.00%, 03/01/31		20		28,626
Rogers Communications Inc.
3.63%, 12/15/25 (Call 09/15/25)		60		62,208
4.10%, 10/01/23 (Call 07/01/23)		50		51,309
4.35%, 05/01/49 (Call 11/01/48)		10		9,978
5.00%, 03/15/44 (Call 09/15/43)		85		91,788
Telefonica Emisiones SA
4.10%, 03/08/27		150		158,431
5.21%, 03/08/47		100		108,655
7.05%, 06/20/36		10		12,973
TELUS Corp.
2.80%, 02/16/27 (Call 11/16/26)		100		101,165
3.40%, 05/13/32 (Call 02/13/32)		10		10,109
3.70%, 09/15/27 (Call 06/15/27)		50		52,645
4.60%, 11/16/48 (Call 05/16/48)		25		28,012
T-Mobile USA Inc.
1.50%, 02/15/26 (Call 01/15/26)		10		9,591
2.05%, 02/15/28 (Call 12/15/27)		10		9,521
2.25%, 11/15/31 (Call 08/15/31)		25		22,686
2.55%, 02/15/31 (Call 11/15/30)		185		172,986
3.00%, 02/15/41 (Call 08/15/40)		10		8,717
3.30%, 02/15/51 (Call 08/15/50)		135		117,635
3.50%, 04/15/25 (Call 03/15/25)		60		61,666
3.60%, 11/15/60 (Call 05/15/60)		10		8,771
3.60%, 11/15/60 (Call 05/15/60)^(b)		50		43,918
3.75%, 04/15/27 (Call 02/15/27)		164		170,342
3.88%, 04/15/30 (Call 01/15/30)		75		77,536


Security	Par (000)		Value

Telecommunications (continued)
4.50%, 04/15/50 (Call 10/15/49)	$	70	$	73,019
Verizon Communications Inc.
0.85%, 11/20/25 (Call 10/20/25)		10		9,504
1.45%, 03/20/26 (Call 02/20/26)		10		9,665
1.50%, 09/18/30 (Call 06/18/30)		10		8,914
1.75%, 01/20/31 (Call 10/20/30)		10		8,993
2.10%, 03/22/28 (Call 01/22/28)		10		9,662
2.55%, 03/21/31 (Call 12/21/30)		50		47,975
2.63%, 08/15/26		10		10,054
2.65%, 11/20/40 (Call 05/20/40)		105		91,199
2.88%, 11/20/50 (Call 05/20/50)		210		179,653
2.99%, 10/30/56 (Call 04/30/56)		216		184,159
3.00%, 03/22/27 (Call 01/22/27)		10		10,181
3.00%, 11/20/60 (Call 05/20/60)		10		8,307
3.15%, 03/22/30 (Call 12/22/29)		10		10,113
3.40%, 03/22/41 (Call 09/22/40)		100		96,287
3.55%, 03/22/51 (Call 09/22/50)		275		266,115
3.70%, 03/22/61 (Call 09/22/60)		60		57,246
3.88%, 02/08/29 (Call 11/08/28)		10		10,633
3.88%, 03/01/52 (Call 09/01/51)		10		10,350
4.00%, 03/22/50 (Call 09/22/49)		20		20,605
4.02%, 12/03/29 (Call 09/03/29)		85		91,118
4.13%, 03/16/27		10		10,716
4.27%, 01/15/36		10		10,961
4.33%, 09/21/28		60		65,408
4.40%, 11/01/34 (Call 05/01/34)		280		307,787
4.50%, 08/10/33		50		55,591
4.86%, 08/21/46		60		72,038
5.25%, 03/16/37		50		60,190
Vodafone Group PLC
3.75%, 01/16/24		50		51,758
4.13%, 05/30/25		60		63,094
4.25%, 09/17/50		10		10,244
4.38%, 05/30/28		239		258,538
4.38%, 02/19/43		50		51,677
4.88%, 06/19/49		60		66,749
5.25%, 05/30/48		90		104,566
6.15%, 02/27/37		5		6,214


				7,648,043

Toys, Games & Hobbies — 0.0%
Hasbro Inc.
3.55%, 11/19/26 (Call 09/19/26)		103		106,407
3.90%, 11/19/29 (Call 08/19/29)		10		10,455
5.10%, 05/15/44 (Call 11/15/43)		10		11,338


				128,200

Transportation — 0.8%
Burlington Northern Santa Fe LLC
2.88%, 06/15/52 (Call 12/15/51)		35		31,481
3.30%, 09/15/51 (Call 03/15/51)		50		48,412
3.40%, 09/01/24 (Call 06/01/24)		50		51,531
3.85%, 09/01/23 (Call 06/01/23)		50		51,387
3.90%, 08/01/46 (Call 02/01/46)		65		68,901
4.05%, 06/15/48 (Call 12/15/47)		50		54,383
4.95%, 09/15/41 (Call 03/15/41)		15		17,867
5.05%, 03/01/41 (Call 09/01/40)		75		90,132
5.15%, 09/01/43 (Call 03/01/43)		10		12,319
6.20%, 08/15/36		50		67,254
Canadian National Railway Co.
2.75%, 03/01/26 (Call 12/01/25)		85		86,671
2.95%, 11/21/24 (Call 08/21/24)		25		25,466


Security	Par (000)		Value

Transportation (continued)
3.65%, 02/03/48 (Call 08/03/47)	$	15	$	15,442
6.25%, 08/01/34		65		84,743
6.90%, 07/15/28		60		74,419
Canadian Pacific Railway Co.
1.75%, 12/02/26 (Call 11/02/26)		10		9,711
2.45%, 12/02/31 (Call 09/02/31)		10		9,599
4.00%, 06/01/28 (Call 03/01/28)		100		107,069
4.80%, 09/15/35 (Call 03/15/35)		5		5,797
6.13%, 09/15/2115 (Call 03/15/2115)		50		66,058
CSX Corp.
2.40%, 02/15/30 (Call 11/15/29)		10		9,697
2.50%, 05/15/51 (Call 11/15/50)		100		82,371
2.60%, 11/01/26 (Call 08/01/26)		35		35,384
3.25%, 06/01/27 (Call 03/01/27)		50		51,735
3.35%, 09/15/49 (Call 03/15/49)		75		71,585
3.80%, 03/01/28 (Call 12/01/27)		60		63,467
3.80%, 11/01/46 (Call 05/01/46)		25		25,414
4.25%, 03/15/29 (Call 12/15/28)		50		54,434
5.50%, 04/15/41 (Call 10/15/40)		25		30,768
6.22%, 04/30/40		25		33,362
FedEx Corp.
2.40%, 05/15/31 (Call 02/15/31)		10		9,508
3.10%, 08/05/29 (Call 05/05/29)		10		10,147
3.25%, 05/15/41 (Call 11/15/40)		10		9,337
3.40%, 02/15/28 (Call 11/15/27)		38		39,545
4.20%, 10/17/28 (Call 07/17/28)		65		71,085
4.25%, 05/15/30 (Call 02/15/30)		10		10,883
4.55%, 04/01/46 (Call 10/01/45)		65		70,784
4.75%, 11/15/45 (Call 05/15/45)		50		55,662
5.10%, 01/15/44		50		58,038
5.25%, 05/15/50 (Call 11/15/49)		10		12,007
Series 2020-1, Class AA, 1.88%, 08/20/35		184		173,923
JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26)		25		26,350
Kansas City Southern
3.00%, 05/15/23 (Call 02/15/23)		50		50,452
3.50%, 05/01/50 (Call 11/01/49)		50		48,088
4.20%, 11/15/69 (Call 05/15/69)		10		10,452
Kirby Corp., 4.20%, 03/01/28 (Call 12/01/27)		20		20,653
Norfolk Southern Corp.
2.30%, 05/15/31 (Call 02/15/31)		10		9,624
2.90%, 06/15/26 (Call 03/15/26)		100		102,433
3.00%, 03/15/32 (Call 11/29/31)		10		10,188
3.05%, 05/15/50 (Call 11/15/49)		100		91,264
3.16%, 05/15/55 (Call 11/15/54)		72		66,131
3.65%, 08/01/25 (Call 06/01/25)		10		10,427
3.70%, 03/15/53 (Call 09/15/52)		10		10,236
4.05%, 08/15/52 (Call 02/15/52)		50		53,567
Ryder System Inc.
3.35%, 09/01/25 (Call 08/01/25)		10		10,243
4.63%, 06/01/25 (Call 05/01/25)		83		88,296
Union Pacific Corp.
2.38%, 05/20/31 (Call 02/20/31)		10		9,703
2.40%, 02/05/30 (Call 11/05/29)		10		9,756
2.97%, 09/16/62 (Call 03/16/62)		75		64,641
3.20%, 05/20/41 (Call 11/20/40)		10		9,743
3.25%, 02/05/50 (Call 08/05/49)		10		9,602
3.55%, 05/20/61 (Call 11/20/60)		10		9,701
3.80%, 10/01/51 (Call 04/01/51)		100		104,411
3.80%, 04/06/71 (Call 10/06/70)		10		10,092


Security	Par (000)		Value

Transportation (continued)
3.84%, 03/20/60 (Call 09/20/59)	$	50	$	51,485
3.95%, 09/10/28 (Call 06/10/28)		60		64,555
4.50%, 09/10/48 (Call 03/10/48)		102		116,779
United Parcel Service Inc.
2.50%, 09/01/29 (Call 06/01/29)		25		24,911
3.05%, 11/15/27 (Call 08/15/27)		10		10,436
3.40%, 03/15/29 (Call 12/15/28)		10		10,551
4.45%, 04/01/30 (Call 01/01/30)		10		11,286
5.20%, 04/01/40 (Call 10/01/39)		50		62,284
5.30%, 04/01/50 (Call 10/01/49)		10		13,425
6.20%, 01/15/38		94		127,694
Walmart Inc.
1.50%, 09/22/28 (Call 07/22/28)		15		14,290
2.65%, 09/22/51 (Call 03/22/51)		200		182,976


				3,484,503

Trucking & Leasing — 0.0%
GATX Corp.
3.10%, 06/01/51 (Call 12/01/50)		15		12,994
3.50%, 03/15/28 (Call 12/15/27)		35		36,221
4.00%, 06/30/30 (Call 03/30/30)		100		105,738
4.55%, 11/07/28 (Call 08/07/28)		25		27,532


				182,485

Venture Capital — 0.0%
Hercules Capital Inc., 2.63%, 09/16/26 (Call 08/16/26)		25		23,610


Water — 0.1%
American Water Capital Corp.
2.80%, 05/01/30 (Call 02/01/30)		50		49,382
2.95%, 09/01/27 (Call 06/01/27)		50		50,950
3.45%, 06/01/29 (Call 03/01/29)		20		20,648
3.45%, 05/01/50 (Call 11/01/49)		5		4,777
3.75%, 09/01/28 (Call 06/01/28)		5		5,267
3.75%, 09/01/47 (Call 03/01/47)		70		69,730
4.00%, 12/01/46 (Call 06/01/46)		5		5,173
4.20%, 09/01/48 (Call 03/01/48)		5		5,285
4.30%, 09/01/45 (Call 03/01/45)		10		10,683
6.59%, 10/15/37		50		67,528
Essential Utilities Inc.
2.40%, 05/01/31 (Call 02/01/31)		35		32,909
2.70%, 04/15/30 (Call 01/15/30)		110		106,836
3.35%, 04/15/50 (Call 10/15/49)		15		13,826
United Utilities PLC, 6.88%, 08/15/28		20		24,780


				467,774


Total Corporate Bonds & Notes — 35.9% (Cost: $164,166,399)				153,251,548


Foreign Government Obligations^(e)

Canada — 0.6%
Canada Government International Bond
0.75%, 05/19/26		50		47,792
1.63%, 01/22/25		60		59,918
Hydro-Quebec, Series HK, 9.38%, 04/15/30		25		37,608
Province of Alberta Canada
1.00%, 05/20/25		50		48,653
1.30%, 07/22/30		115		106,797
1.88%, 11/13/24		50		50,166
3.30%, 03/15/28		240		255,583
3.35%, 11/01/23		50		51,513


Security	Par (000)		Value

Canada (continued)
Province of British Columbia Canada
0.90%, 07/20/26	$	50	$	48,016
2.25%, 06/02/26		50		50,662
7.25%, 09/01/36		100		156,026
Province of Manitoba Canada
2.13%, 06/22/26		60		60,239
3.05%, 05/14/24		50		51,461
Series GX, 2.60%, 04/16/24		50		50,974
Province of Ontario Canada
0.63%, 01/21/26		25		23,752
1.05%, 04/14/26		50		48,120
1.13%, 10/07/30		50		45,858
1.60%, 02/25/31		40		38,008
2.30%, 06/15/26		150		151,684
2.50%, 04/27/26		250		254,882
3.05%, 01/29/24		200		205,592
Province of Quebec Canada
0.60%, 07/23/25		50		47,947
2.75%, 04/12/27		175		181,611
Series QW, 2.50%, 04/09/24		50		50,906
Series QX, 1.50%, 02/11/25		285		282,862


				2,406,630

Chile — 0.1%
Chile Government International Bond
2.45%, 01/31/31 (Call 10/31/30)		350		329,661
3.50%, 01/25/50 (Call 07/25/49)		205		186,747


				516,408

Hungary — 0.0%
Hungary Government International Bond
5.38%, 03/25/24		100		105,953
5.75%, 11/22/23		124		131,079


				237,032

Indonesia — 0.1%
Indonesia Government International Bond
3.35%, 03/12/71		200		168,578
3.85%, 10/15/30		200		213,900


				382,478

Israel — 0.0%
Israel Government International Bond, 3.88%, 07/03/50		205		219,080


Italy — 0.2%
Republic of Italy Government International Bond
0.88%, 05/06/24		25		24,360
1.25%, 02/17/26		220		208,723
2.38%, 10/17/24		225		225,999
2.88%, 10/17/29		200		197,226
5.38%, 06/15/33		75		88,512


				744,820

Japan — 0.2%
Japan Bank for International Cooperation
1.88%, 04/15/31		100		98,294
2.25%, 11/04/26		200		202,744
2.38%, 11/16/22		175		176,601
2.88%, 06/01/27		50		52,047
3.25%, 07/20/23		200		204,962
Japan International Cooperation Agency, 2.75%, 04/27/27		50		51,760


				786,408


Security	Par (000)		Value

Mexico — 0.4%
Mexico Government International Bond
2.66%, 05/24/31 (Call 02/24/31)	$	410	$	376,577
3.75%, 01/11/28		200		206,236
4.15%, 03/28/27		200		212,674
4.35%, 01/15/47		200		186,068
4.50%, 01/31/50 (Call 07/31/49)		200		188,728
4.60%, 01/23/46		200		192,448
4.75%, 04/27/32 (Call 01/27/32)		200		213,802
11.50%, 05/15/26		100		136,235


				1,712,768

Panama — 0.3%
Panama Government International Bond
3.16%, 01/23/30 (Call 10/23/29)		75		73,618
3.88%, 03/17/28 (Call 12/17/27)		25		25,788
4.00%, 09/22/24 (Call 06/24/24)		500		516,345
4.50%, 04/01/56 (Call 10/01/55)		200		192,018
8.88%, 09/30/27		280		363,062


				1,170,831

Peru — 0.1%
Peruvian Government International Bond
2.39%, 01/23/26 (Call 12/23/25)		100		97,888
2.78%, 01/23/31 (Call 10/23/30)		55		52,154
2.78%, 12/01/60 (Call 06/01/60)		81		61,942
2.84%, 06/20/30		50		48,056
3.23%, 07/28/2121 (Call 01/28/2121)		55		40,945
5.63%, 11/18/50		50		62,744
6.55%, 03/14/37		50		63,467
8.75%, 11/21/33		61		89,119


				516,315

Philippines — 0.1%
Philippine Government International Bond
2.95%, 05/05/45		200		172,302
3.00%, 02/01/28		200		202,832
3.70%, 03/01/41		5		4,819
3.95%, 01/20/40		200		199,186


				579,139

Poland — 0.0%
Republic of Poland Government International Bond, 3.25%, 04/06/26		175		180,906


South Korea — 0.1%
Export-Import Bank of Korea
1.38%, 02/09/31		50		46,118
2.63%, 05/26/26		50		51,097
2.88%, 01/21/25		200		204,838
Korea International Bond, 2.75%, 01/19/27		100		103,106


				405,159

Supranational — 2.1%
African Development Bank
0.88%, 03/23/26		55		52,884
0.88%, 07/22/26		125		120,210
3.00%, 09/20/23		360		368,809
Asian Development Bank
0.25%, 07/14/23		200		197,162
0.38%, 06/11/24		50		48,662
0.38%, 09/03/25		200		190,452
0.50%, 02/04/26		55		52,238
0.63%, 04/29/25		250		241,570
1.50%, 10/18/24		155		154,574


Security	Par (000)		Value

Supranational (continued)
1.75%, 09/19/29	$	50	$	49,379
1.88%, 01/24/30		50		49,800
2.63%, 01/30/24		505		516,004
5.82%, 06/16/28		85		104,196
6.22%, 08/15/27		55		66,302
Asian Infrastructure Investment Bank (The)
0.25%, 09/29/23		205		201,333
0.50%, 05/28/25		230		220,726
0.50%, 01/27/26		55		52,161
2.25%, 05/16/24		305		309,535
Council of Europe Development Bank
0.25%, 10/20/23		95		93,210
1.38%, 02/27/25		15		14,863
European Bank for Reconstruction & Development
0.25%, 07/10/23		200		197,168
0.50%, 11/25/25		200		190,472
0.50%, 01/28/26		100		94,965
1.63%, 09/27/24		100		100,061
European Investment Bank
0.25%, 09/15/23		340		334,271
0.38%, 12/15/25		200		189,556
0.75%, 10/26/26		50		47,690
1.25%, 02/14/31		50		47,281
1.63%, 03/14/25		200		199,590
1.63%, 10/09/29		50		49,007
1.63%, 05/13/31		20		19,543
1.88%, 02/10/25		205		206,117
2.25%, 06/24/24		200		203,128
2.50%, 10/15/24^(c)		50		51,147
2.88%, 08/15/23		15		15,335
3.13%, 12/14/23		100		102,975
4.88%, 02/15/36		115		153,120
Inter-American Development Bank
0.25%, 11/15/23		50		49,029
0.63%, 07/15/25		110		105,909
0.63%, 09/16/27		50		46,706
0.88%, 04/03/25		100		97,502
1.13%, 07/20/28		250		238,352
1.75%, 03/14/25		155		155,267
2.00%, 06/02/26		200		201,190
2.38%, 07/07/27		50		51,319
2.63%, 01/16/24		15		15,321
3.00%, 10/04/23		215		220,401
3.13%, 09/18/28		70		75,256
4.38%, 01/24/44		130		170,938
International Bank for Reconstruction & Development
0.50%, 10/28/25		50		47,728
0.63%, 04/22/25		250		241,682
0.75%, 03/11/25		50		48,633
0.75%, 11/24/27		200		187,772
0.88%, 05/14/30		150		138,031
1.25%, 02/10/31		50		47,278
1.38%, 04/20/28		50		48,462
1.63%, 01/15/25		50		49,971
1.75%, 10/23/29		184		181,715
1.88%, 10/27/26		199		199,836
2.50%, 11/22/27		90		92,994
3.00%, 09/27/23		390		399,836
International Finance Corp.
0.75%, 08/27/30		45		41,000


Security	Par (000)		Value

Supranational (continued)
1.38%, 10/16/24	$	150	$	149,157
2.13%, 04/07/26		200		202,190
2.88%, 07/31/23		150		153,244


				8,962,215

Sweden — 0.1%
Svensk Exportkredit AB
0.25%, 09/29/23		75		73,618
0.38%, 07/30/24		200		194,136


				267,754

Uruguay — 0.1%
Uruguay Government International Bond
4.38%, 01/23/31 (Call 10/23/30)		10		11,002
4.50%, 08/14/24		10		10,377
4.98%, 04/20/55		55		65,162
5.10%, 06/18/50		165		197,122


				283,663


Total Foreign Government Obligations — 4.5% (Cost: $20,281,034)				19,371,606


Municipal Debt Obligations

California — 0.3%
Bay Area Toll Authority RB BAB
Series S1, NVS,6.92%, 04/01/40		75		107,248
Series S-3, 6.91%, 10/01/50		25		41,904
California State University RB
Class B, NVS, 2.72%, 11/01/52		25		23,230
Class B, NVS, 2.98%, 11/01/51 (Call 05/01/51)		25		24,051
City of San Francisco CA Public Utilities Commission Water Revenue RB BAB, 6.95%, 11/01/50		25		39,798
Los Angeles Community College District/CA GO BAB, NVS,6.75%, 08/01/49		25		40,574
Los Angeles Department of Water & Power System Revenue RB BAB, Series A, 5.72%, 07/01/39		20		27,130
Los Angeles Unified School District/CA GO BAB, 5.75%, 07/01/34		125		157,533
State of California
2.50%, 10/01/29		50		49,968
NVS,3.38%, 04/01/25		25		26,184
State of California GO, NVS,4.50%, 04/01/33 (Call 04/01/28)		25		27,692
State of California GO BAB
7.55%, 04/01/39		150		233,369
7.60%, 11/01/40		200		319,677
University of California RB
Series AD, NVS,4.86%, 05/15/2112		125		167,749
Series AJ, NVS,4.60%, 05/15/31		50		55,936
Series BD, NVS,3.35%, 07/01/29		25		26,515


				1,368,558

Florida — 0.0%
State Board of Administration Finance Corp. RB, NVS,1.71%, 07/01/27		100		97,528


Georgia — 0.0%
Municipal Electric Authority of Georgia RB BAB, Project M, Series 2010-A, 6.66%, 04/01/57		20		29,203


Illinois — 0.1%
Chicago O’Hare International Airport RB, Series C, NVS,4.47%, 01/01/49^(c)		50		63,418
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue RB, Series A, NVS,6.90%, 12/01/40		25		33,525


Security	Par (000)		Value

Illinois (continued)
State of Illinois GO, 5.10%, 06/01/33	$	275	$	303,104
State of Illinois GO BAB, Series 5, 7.35%, 07/01/35		50		60,703


				460,750

Kentucky — 0.0%
Louisville & Jefferson County Metropolitan Sewer District RB BAB, NVS,6.25%, 05/15/43		25		35,140


Massachusetts — 0.0%
Commonwealth of Massachusetts GOL, NVS,2.81%, 09/01/43		50		47,949
Commonwealth of Massachusetts GOL BAB, Series E, 5.46%, 12/01/39		25		32,614


				80,563

Michigan — 0.0%
Michigan Finance Authority RB, NVS, 3.38%, 12/01/40		25		26,372
University of Michigan RB, Series B, 2.44%, 04/01/40 (Call 10/01/39)		50		47,504


				73,876

New Jersey — 0.1%
New Jersey Transportation Trust Fund Authority RB, NVS,4.13%, 06/15/42		50		51,845
New Jersey Transportation Trust Fund Authority RB BAB, Series B, 6.56%, 12/15/40		50		68,634


				120,479

New York — 0.2%
Metropolitan Transportation Authority RB BAB, Series 2010-A, NVS,6.67%, 11/15/39		45		60,745
New York City Water & Sewer System RB BAB, NVS,6.01%, 06/15/42		150		212,756
New York State Dormitory Authority RB BAB, Series F, 5.63%, 03/15/39		15		18,703
New York State Thruway Authority RB, Class M, NVS, 2.90%, 01/01/35		200		200,473
Port Authority of New York & New Jersey RB
NVS,3.29%, 08/01/69		50		48,678
Series 168, 4.93%, 10/01/51		165		211,503
Series 182, NVS,5.31%, 08/01/46 (Call 08/01/24)		50		53,220


				806,078

Ohio — 0.1%
American Municipal Power Inc. RB BAB, Series B, 8.08%, 02/15/50		50		86,115
JobsOhio Beverage System RB, Series B, NVS,4.53%, 01/01/35		25		28,869
Ohio State University (The) RB BAB, Series C, 4.91%, 06/01/40		125		158,605
Ohio Water Development Authority Water Pollution Control Loan Fund RB, Series B-2, 4.88%, 12/01/34		25		28,705


				302,294

Oregon — 0.0%
State of Oregon GO, NVS,5.89%, 06/01/27		50		56,612


Texas — 0.1%
City of San Antonio Texas Electric & Gas Systems Revenue RB BAB, 5.81%, 02/01/41		40		53,970
Dallas Area Rapid Transit RB BAB, NVS,5.02%, 12/01/48^(c)		25		32,528
Grand Parkway Transportation Corp. RB, 3.24%, 10/01/52 (Call 04/01/30)		50		47,589
North Texas Tollway Authority RB BAB, Series B, 6.72%, 01/01/49		25		38,815
State of Texas GO BAB, 5.52%, 04/01/39		65		86,052


Security	Par (000)		Value

Texas (continued)
Texas Transportation Commission State Highway Fund RB, 4.00%, 10/01/33	$	50	$	57,237


				316,191

Virginia — 0.0%
University of Virginia RB
NVS,2.58%, 11/01/51 (Call 05/01/51)		50		44,987
Series C, 4.18%, 09/01/2117 (Call 03/01/2117)		25		30,572


				75,559

Washington — 0.0%
State of Washington GO BAB, Series F, 5.14%, 08/01/40^(c)		45		57,826


Wisconsin — 0.0%
State of Wisconsin RB, 3.95%, 05/01/36 (Call 05/01/27)		25		26,688


Total Municipal Debt Obligations — 0.9% (Cost: $4,084,667)				3,907,345


U.S. Government & Agency Obligations

U.S. Government Agency Obligations — 1.6%
Federal Farm Credit Banks Funding Corp., 1.85%, 07/26/24		10		10,045
Federal Home Loan Banks
1.50%, 08/15/24		20		19,971
2.13%, 06/09/23		20		20,216
2.50%, 12/09/22		20		20,233
3.13%, 09/12/25		10		10,450
3.25%, 06/09/28		90		96,822
3.25%, 11/16/28		1,280		1,384,025
3.38%, 09/08/23		25		25,765
5.50%, 07/15/36		25		34,550
Federal Home Loan Mortgage Corp.
0.25%, 06/26/23		70		69,054
0.25%, 09/08/23		800		787,080
6.25%, 07/15/32		165		228,063
Federal National Mortgage Association
0.25%, 07/10/23		300		295,662
0.25%, 11/27/23		260		254,711
0.63%, 04/22/25		500		483,525
0.88%, 08/05/30		500		453,415
1.63%, 01/07/25		285		284,621
1.75%, 07/02/24		250		250,800
1.88%, 09/24/26		485		487,008
2.38%, 01/19/23		100		101,176
2.63%, 09/06/24		330		338,418
5.63%, 07/15/37		76		106,267
6.25%, 05/15/29		50		64,279
6.63%, 11/15/30		90		122,014
7.25%, 05/15/30		35		48,702
Tennessee Valley Authority
3.50%, 12/15/42		50		55,326
5.25%, 09/15/39		60		80,495
6.15%, 01/15/38		275		400,378
7.13%, 05/01/30		190		260,537
Series A, 2.88%, 02/01/27		100		104,778


				6,898,386

U.S. Government Obligations — 56.0%
U.S. Treasury Note/Bond
0.13%, 12/31/22		7,000		6,949,687
0.13%, 02/28/23		5,370		5,319,656
0.13%, 05/15/23		500		493,672
0.13%, 05/31/23		1,000		986,367


Security	Par (000)		Value

U.S. Government Obligations (continued)
0.13%, 06/30/23	$	2,580	$	2,541,502
0.13%, 07/31/23		1,500		1,475,215
0.13%, 08/15/23		1,000		982,852
0.13%, 01/15/24		1,400		1,365,820
0.25%, 04/15/23		750		742,354
0.25%, 06/15/23		300		296,238
0.25%, 11/15/23		100		98,070
0.25%, 03/15/24		2,700		2,632,500
0.25%, 05/15/24		10,500		10,207,969
0.25%, 06/15/24		7,700		7,475,617
0.25%, 05/31/25		500		477,422
0.25%, 06/30/25		700		667,297
0.25%, 07/31/25		250		238,027
0.25%, 08/31/25		30		28,419
0.25%, 10/31/25		2,300		2,180,508
0.38%, 10/31/23		1,000		983,086
0.38%, 04/15/24		9,000		8,785,547
0.38%, 07/15/24^(c)		200		194,516
0.38%, 08/15/24		6,000		5,826,562
0.38%, 09/15/24		2,500		2,424,219
0.38%, 04/30/25		600		576,094
0.38%, 11/30/25		1,100		1,046,289
0.38%, 12/31/25		1,150		1,092,859
0.38%, 01/31/26		1,200		1,138,313
0.38%, 07/31/27		750		696,270
0.38%, 09/30/27		700		647,883
0.50%, 03/15/23		400		397,531
0.50%, 03/31/25		700		675,773
0.50%, 02/28/26		1,350		1,285,664
0.50%, 06/30/27		450		421,066
0.50%, 10/31/27		500		465,430
0.63%, 07/31/26		7,200		6,857,438
0.63%, 03/31/27		100		94,547
0.63%, 12/31/27		1,210		1,131,917
0.63%, 05/15/30		5,250		4,775,039
0.63%, 08/15/30		775		702,707
0.75%, 11/15/24		800		781,688
0.75%, 05/31/26		5,700		5,467,992
0.75%, 08/31/26		3,800		3,636,719
0.75%, 01/31/28		1,450		1,364,926
0.88%, 06/30/26		9,100		8,769,414
0.88%, 09/30/26		2,000		1,923,125
1.00%, 12/15/24		900		884,953
1.00%, 07/31/28		7,700		7,318,008
1.13%, 01/15/25		7,000		6,901,562
1.13%, 10/31/26		1,000		971,953
1.13%, 08/31/28		4,300		4,116,578
1.13%, 02/15/31		1,500		1,414,453
1.13%, 05/15/40		3,100		2,578,328
1.13%, 08/15/40		1,410		1,168,317
1.25%, 11/30/26		1,900		1,857,695
1.25%, 03/31/28		700		677,961
1.25%, 04/30/28		200		193,594
1.25%, 05/31/28		1,950		1,885,559
1.25%, 06/30/28		8,280		8,000,550
1.25%, 09/30/28		1,000		964,375
1.25%, 08/15/31		6,500		6,175,000
1.25%, 05/15/50		390		311,269
1.38%, 08/31/23		150		150,082
1.38%, 10/31/28		1,000		971,719


Security	Par (000)		Value

U.S. Government Obligations (continued)
1.38%, 11/15/31	$	2,300	$	2,205,844
1.38%, 11/15/40		4,880		4,220,437
1.38%, 08/15/50		350		288,203
1.50%, 03/31/23		200		200,766
1.50%, 09/30/24		600		598,406
1.50%, 10/31/24		300		299,133
1.50%, 11/30/24		1,000		996,875
1.50%, 02/15/25		3,500		3,486,328
1.50%, 08/15/26		2,530		2,503,316
1.50%, 01/31/27^(c)		1,100		1,087,453
1.50%, 11/30/28		2,100		2,056,687
1.63%, 04/30/23		250		251,240
1.63%, 02/15/26		2,500		2,489,062
1.63%, 05/15/26		2,000		1,989,844
1.63%, 09/30/26		500		497,266
1.63%, 10/31/26		300		298,359
1.63%, 11/30/26		1,400		1,392,234
1.63%, 05/15/31		3,870		3,804,694
1.63%, 11/15/50		2,760		2,418,019
1.75%, 06/30/24		400		401,906
1.75%, 12/31/24		400		401,406
1.75%, 01/31/29		500		497,656
1.75%, 08/15/41		3,600		3,303,562
1.88%, 02/28/27		1,000		1,007,031
1.88%, 02/28/29		1,000		1,003,906
1.88%, 02/15/32		800		803,375
1.88%, 02/15/51		1,500		1,396,172
1.88%, 11/15/51		1,400		1,306,813
2.00%, 04/30/24		2,100		2,121,492
2.00%, 02/15/25		475		479,861
2.00%, 11/15/26		450		454,992
2.00%, 02/15/50		280		268,013
2.00%, 08/15/51		2,700		2,592,000
2.13%, 09/30/24		500		506,602
2.13%, 05/15/25		550		557,648
2.25%, 12/31/23		500		507,344
2.25%, 11/15/24		800		813,563
2.25%, 11/15/25		350		356,672
2.25%, 02/15/27		100		102,367
2.25%, 08/15/27		450		461,215
2.25%, 05/15/41		3,900		3,890,250
2.25%, 08/15/46		465		459,841
2.25%, 02/15/52		600		611,438
2.38%, 01/31/23		900		910,898
2.38%, 08/15/24		550		560,441
2.38%, 05/15/27		200		206,047
2.38%, 05/15/51		3,500		3,651,484
2.50%, 08/15/23		200		203,469
2.50%, 02/15/45		1,195		1,233,091
2.50%, 02/15/46		1,700		1,759,500
2.50%, 05/15/46		3,490		3,613,241
2.75%, 05/31/23		550		560,420
2.75%, 11/15/23		500		511,328
2.75%, 08/31/25		200		207,000
2.75%, 08/15/42		250		269,023
2.75%, 11/15/42		100		107,563
2.75%, 08/15/47^(c)		500		547,500
2.75%, 11/15/47		720		788,850
2.88%, 11/30/23		250		256,309
2.88%, 05/31/25		500		518,633


Security	Par/ Shares (000)		Value

U.S. Government Obligations (continued)
2.88%, 11/15/46	$	350	$	388,172
2.88%, 05/15/49		2,000		2,272,187
3.00%, 11/15/44		1,500		1,682,578
3.00%, 05/15/45		1,500		1,685,391
3.00%, 11/15/45		1,000		1,127,188
3.00%, 02/15/47		150		170,320
3.00%, 08/15/48		1,100		1,268,609
3.00%, 02/15/49		150		174,094
3.13%, 11/15/28		800		865,500
3.13%, 08/15/44		1,000		1,142,656
3.13%, 05/15/48		100		117,813
3.38%, 11/15/48		320		395,100
4.75%, 02/15/37		400		546,063
5.00%, 05/15/37		1,200		1,680,000
6.50%, 11/15/26		300		363,891
6.88%, 08/15/25		300		352,008


				239,389,420

Total U.S. Government & Agency Obligations — 57.6% (Cost: $254,881,646)				246,287,806


Short-Term Investments

Money Market Funds — 1.4%

BlackRock Cash Funds: Treasury, SL Agency Shares, 0.03%^(f)(g)(h)		5,994		5,994,069


Total Short-Term Investments — 1.4% (Cost: $5,994,069)				5,994,069


Total Investments in Securities — 100.3% (Cost: $449,407,815)				428,812,374

Other Assets, Less Liabilities — (0.3)%				(1,271,507	)


Net Assets — 100.0%			$	427,540,867

^(a)	Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available.

^(b)	Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

^(c)	All or a portion of this security is on loan.

^(d)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.

^(e)	U.S. dollar denominated security issued by foreign domiciled entity.

^(f)	Affiliate of the Fund.

^(g)	Annualized 7-day yield as of period end.

^(h)	All or a portion of this security was purchased with the cash collateral from loaned securities.


Security	Par (000)		Value

Corporate Bonds & Notes

Advertising — 0.1%
Interpublic Group of Companies Inc. (The)
2.40%, 03/01/31 (Call 12/01/30)	$	70	$	66,381
4.65%, 10/01/28 (Call 07/01/28)		200		219,352
4.75%, 03/30/30 (Call 12/30/29)		145		160,811
Omnicom Group Inc.
2.45%, 04/30/30 (Call 01/30/30)		55		52,805
2.60%, 08/01/31 (Call 05/01/31)		180		173,115
4.20%, 06/01/30 (Call 03/01/30)		140		151,585
Omnicom Group Inc./Omnicom Capital Inc.
3.60%, 04/15/26 (Call 01/15/26)		458		477,451
3.65%, 11/01/24 (Call 08/01/24)		80		82,664
WPP Finance 2010, 3.75%, 09/19/24		320		331,392


				1,715,556
Aerospace & Defense — 0.5%
Boeing Co. (The)
1.43%, 02/04/24 (Call 04/07/22)		515		506,750
1.88%, 06/15/23 (Call 04/15/23)		24		23,970
2.20%, 02/04/26 (Call 02/04/23)		440		426,122
2.25%, 06/15/26 (Call 03/15/26)		250		244,080
2.60%, 10/30/25 (Call 07/30/25)		70		69,593
2.70%, 02/01/27 (Call 12/01/26)		245		241,663
2.75%, 02/01/26 (Call 01/01/26)		90		90,030
2.80%, 03/01/23 (Call 02/01/23)		100		101,045
2.80%, 03/01/27 (Call 12/01/26)		190		187,517
2.85%, 10/30/24 (Call 07/30/24)		63		63,640
2.95%, 02/01/30 (Call 11/01/29)		70		67,495
3.10%, 05/01/26 (Call 03/01/26)		205		206,825
3.20%, 03/01/29 (Call 12/01/28)		263		260,025
3.25%, 03/01/28 (Call 12/01/27)		235		235,390
3.45%, 11/01/28 (Call 08/01/28)		55		55,386
3.63%, 02/01/31 (Call 11/01/30)		205		206,792
4.88%, 05/01/25 (Call 04/01/25)		716		761,323
5.04%, 05/01/27 (Call 03/01/27)		320		347,936
5.15%, 05/01/30 (Call 02/01/30)		838		924,850
General Dynamics Corp.
1.15%, 06/01/26 (Call 05/01/26)		145		138,874
1.88%, 08/15/23 (Call 06/15/23)		111		111,427
2.13%, 08/15/26 (Call 05/15/26)		150		149,745
2.25%, 06/01/31 (Call 03/01/31)		45		43,680
2.38%, 11/15/24 (Call 09/15/24)		60		60,578
2.63%, 11/15/27 (Call 08/15/27)		151		153,199
3.25%, 04/01/25 (Call 03/01/25)		135		139,298
3.38%, 05/15/23 (Call 04/15/23)		220		224,543
3.50%, 05/15/25 (Call 03/15/25)		185		192,050
3.50%, 04/01/27 (Call 02/01/27)		260		273,832
3.63%, 04/01/30 (Call 01/01/30)		212		225,714
3.75%, 05/15/28 (Call 02/15/28)		335		356,480
L3Harris Technologies Inc.
1.80%, 01/15/31 (Call 10/15/30)		330		298,551
2.90%, 12/15/29 (Call 09/15/29)		60		59,588
3.83%, 04/27/25 (Call 01/27/25)		190		197,995
3.85%, 06/15/23 (Call 05/15/23)		10		10,248
3.85%, 12/15/26 (Call 09/15/26)		155		162,707
3.95%, 05/28/24 (Call 02/28/24)		140		145,064
4.40%, 06/15/28 (Call 03/15/28)		325		351,450
Lockheed Martin Corp.
1.85%, 06/15/30 (Call 03/15/30)		10		9,372
2.90%, 03/01/25 (Call 12/01/24)		243		248,647


Security	Par (000)		Value

Aerospace & Defense (continued)
3.55%, 01/15/26 (Call 10/15/25)	$	508	$	534,167
Northrop Grumman Corp.
2.93%, 01/15/25 (Call 11/15/24)		277		282,274
3.20%, 02/01/27 (Call 11/01/26)		199		204,624
3.25%, 08/01/23		260		265,629
3.25%, 01/15/28 (Call 10/15/27)		195		200,129
4.40%, 05/01/30 (Call 02/01/30)		140		154,312
Raytheon Technologies Corp.
1.90%, 09/01/31 (Call 06/01/31)		100		91,378
2.25%, 07/01/30 (Call 04/01/30)		255		242,265
2.65%, 11/01/26 (Call 08/01/26)		25		25,447
3.13%, 05/04/27 (Call 02/04/27)		204		210,336
3.20%, 03/15/24 (Call 01/15/24)		365		373,870
3.50%, 03/15/27 (Call 12/15/26)		355		370,971
3.70%, 12/15/23 (Call 09/15/23)		82		84,371
3.95%, 08/16/25 (Call 06/16/25)		387		408,018
4.13%, 11/16/28 (Call 08/16/28)		575		621,563
Teledyne Technologies Inc.
0.95%, 04/01/24 (Call 04/07/22)		25		24,421
2.25%, 04/01/28 (Call 02/01/28)		20		19,447
2.75%, 04/01/31 (Call 01/01/31)		55		52,910


				12,739,606
Agriculture — 0.4%
Altria Group Inc.
2.35%, 05/06/25 (Call 04/06/25)		290		289,472
2.45%, 02/04/32 (Call 11/04/31)		330		294,756
2.63%, 09/16/26 (Call 06/16/26)		188		187,742
3.40%, 05/06/30 (Call 02/06/30)		155		153,207
4.00%, 01/31/24		25		25,887
4.40%, 02/14/26 (Call 12/14/25)		25		26,559
4.80%, 02/14/29 (Call 11/14/28)		35		37,883
Archer-Daniels-Midland Co.
2.50%, 08/11/26 (Call 05/11/26)		418		422,736
2.90%, 03/01/32 (Call 12/01/31)		40		40,471
3.25%, 03/27/30 (Call 12/27/29)		120		124,636
BAT Capital Corp.
2.26%, 03/25/28 (Call 01/25/28)		295		275,415
2.73%, 03/25/31 (Call 12/25/30)		255		233,713
2.79%, 09/06/24 (Call 08/06/24)		165		166,041
3.22%, 08/15/24 (Call 06/15/24)		618		627,455
3.22%, 09/06/26 (Call 07/06/26)		166		166,171
3.46%, 09/06/29 (Call 06/06/29)		235		232,067
3.56%, 08/15/27 (Call 05/15/27)		584		589,472
4.70%, 04/02/27 (Call 02/02/27)		45		47,783
4.91%, 04/02/30 (Call 01/02/30)		150		160,245
BAT International Finance PLC, 1.67%, 03/25/26 (Call 02/25/26)		220		209,306
Bunge Ltd. Finance Corp.
1.63%, 08/17/25 (Call 07/17/25)		110		106,778
2.75%, 05/14/31 (Call 02/14/31)		230		218,955
3.25%, 08/15/26 (Call 05/15/26)		185		189,483
3.75%, 09/25/27 (Call 06/25/27)		147		153,664
4.35%, 03/15/24 (Call 03/10/22)		245		256,775
Philip Morris International Inc.
0.88%, 05/01/26 (Call 04/01/26)		35		32,915
1.13%, 05/01/23		35		34,892
1.50%, 05/01/25 (Call 04/01/25)		191		186,343
1.75%, 11/01/30 (Call 08/01/30)		95		86,078
2.10%, 05/01/30 (Call 02/01/30)		155		145,655
2.13%, 05/10/23 (Call 03/10/23)		225		226,377


Security	Par (000)		Value

Agriculture (continued)
2.63%, 03/06/23	$	230	$	232,505
2.75%, 02/25/26 (Call 11/25/25)		275		278,880
2.88%, 05/01/24 (Call 04/01/24)		205		209,147
3.13%, 08/17/27 (Call 05/17/27)		165		170,316
3.13%, 03/02/28 (Call 12/02/27)		45		46,247
3.25%, 11/10/24		353		364,448
3.38%, 08/11/25 (Call 05/11/25)		240		247,673
3.38%, 08/15/29 (Call 05/15/29)		266		273,820
3.60%, 11/15/23		230		237,280
Reynolds American Inc.
4.45%, 06/12/25 (Call 03/12/25)		699		731,839
4.85%, 09/15/23		275		286,085


				9,027,172
Airlines — 0.1%
American Airlines Pass Through Trust
Series 2015-2, Class AA, 3.60%, 03/22/29		11		11,155
Series 2016-1, Class AA, 3.58%, 07/15/29		44		44,241
Series 2016-2, Class AA, 3.20%, 12/15/29		73		71,336
Series 2016-3, Class AA, 3.00%, 04/15/30		46		45,345
Series 2017-1, Class AA, 3.65%, 02/15/29		11		11,472
Series 2017-2, Class AA, 3.35%, 04/15/31		182		180,710
Continental Airlines 2012-2 Class A Pass Through Trust, Series 2012-2 A, Class A, 4.00%, 04/29/26		78		79,421
Southwest Airlines Co.
2.63%, 02/10/30 (Call 11/10/29)		145		138,591
3.00%, 11/15/26 (Call 08/15/26)		70		70,831
4.75%, 05/04/23		245		253,200
5.13%, 06/15/27 (Call 04/15/27)		405		449,518
5.25%, 05/04/25 (Call 04/04/25)		15		16,177
Spirit Airlines Pass Through Trust, Series 2015-1, Class A, 4.10%, 10/01/29		26		26,503
United Airlines Pass Through Trust
Series 2013-1, Class A, 4.30%, 02/15/27		132		136,252
Series 2014-1, Class A, 4.00%, 10/11/27		26		26,234
Series 2014-2, Class A, 3.75%, 03/03/28		219		222,592
Series 2016-1, Class AA, 3.10%, 01/07/30		57		56,564
Series 2018-1, Class AA, 3.50%, 09/01/31		22		21,721
Series 2020-1, Class A, 5.88%, 04/15/29		569		599,483


				2,461,346
Apparel — 0.1%
NIKE Inc.
2.25%, 05/01/23 (Call 02/01/23)		10		10,085
2.38%, 11/01/26 (Call 08/01/26)		205		207,497
2.40%, 03/27/25 (Call 02/27/25)		53		53,761
2.75%, 03/27/27 (Call 01/27/27)		298		306,100
2.85%, 03/27/30 (Call 12/27/29)		549		558,075
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25)		135		142,594
Ralph Lauren Corp.
2.95%, 06/15/30 (Call 03/15/30)		45		44,941
3.75%, 09/15/25 (Call 07/15/25)		95		99,420
Tapestry Inc., 4.13%, 07/15/27 (Call 04/15/27)		22		23,020
VF Corp.
2.40%, 04/23/25 (Call 03/23/25)		45		45,146
2.80%, 04/23/27 (Call 02/23/27)		155		156,928
2.95%, 04/23/30 (Call 01/23/30)		90		89,079


				1,736,646
Auto Manufacturers — 0.7%
American Honda Finance Corp.
0.55%, 07/12/24		235		227,052
0.88%, 07/07/23		315		312,124


Security	Par (000)		Value

Auto Manufacturers (continued)
1.00%, 09/10/25	$	10	$	9,578
1.20%, 07/08/25		70		67,668
1.30%, 09/09/26		170		162,894
1.50%, 01/13/25		100		98,131
1.95%, 05/10/23		328		329,614
2.00%, 03/24/28		75		72,395
2.25%, 01/12/29		100		97,078
2.30%, 09/09/26		225		224,941
2.35%, 01/08/27		210		209,630
2.40%, 06/27/24		101		101,995
2.90%, 02/16/24		157		159,933
3.45%, 07/14/23		215		219,956
3.50%, 02/15/28		180		188,705
3.55%, 01/12/24		235		242,405
3.63%, 10/10/23		32		32,942
Cummins Inc.
1.50%, 09/01/30 (Call 06/01/30)		180		161,869
3.65%, 10/01/23 (Call 07/01/23)		95		97,404
General Motors Co.
4.20%, 10/01/27 (Call 07/01/27)		205		216,220
4.88%, 10/02/23		45		46,971
5.00%, 10/01/28 (Call 07/01/28)		287		313,108
5.40%, 10/02/23		89		93,582
6.13%, 10/01/25 (Call 09/01/25)		273		301,941
6.80%, 10/01/27 (Call 08/01/27)		75		88,396
General Motors Financial Co. Inc.
1.05%, 03/08/24		25		24,393
1.20%, 10/15/24		95		92,132
1.25%, 01/08/26 (Call 12/08/25)		95		89,663
1.50%, 06/10/26 (Call 05/10/26)		110		104,164
1.70%, 08/18/23		55		54,800
2.35%, 02/26/27 (Call 01/26/27)		100		96,992
2.35%, 01/08/31 (Call 10/08/30)		40		36,269
2.40%, 04/10/28 (Call 02/10/28)		215		205,342
2.40%, 10/15/28 (Call 08/15/28)		190		180,145
2.70%, 06/10/31 (Call 03/10/31)		430		399,036
2.75%, 06/20/25 (Call 05/20/25)		420		419,794
2.90%, 02/26/25 (Call 01/26/25)		478		480,925
3.50%, 11/07/24 (Call 09/07/24)		325		332,881
3.60%, 06/21/30 (Call 03/21/30)		231		231,922
3.70%, 05/09/23 (Call 03/09/23)		485		493,774
3.85%, 01/05/28 (Call 10/05/27)		110		113,341
3.95%, 04/13/24 (Call 02/13/24)		287		295,581
4.00%, 01/15/25 (Call 10/15/24)		281		290,754
4.00%, 10/06/26 (Call 07/06/26)		350		365,298
4.15%, 06/19/23 (Call 05/19/23)		162		166,123
4.25%, 05/15/23		121		124,491
4.30%, 07/13/25 (Call 04/13/25)		10		10,435
4.35%, 04/09/25 (Call 02/09/25)		220		230,210
4.35%, 01/17/27 (Call 10/17/26)		442		465,744
5.10%, 01/17/24 (Call 12/17/23)		474		497,401
5.25%, 03/01/26 (Call 12/01/25)		347		375,506
5.65%, 01/17/29 (Call 10/17/28)		50		56,197
PACCAR Financial Corp.
0.35%, 08/11/23		10		9,848
0.35%, 02/02/24		75		72,998
1.10%, 05/11/26		60		57,596
1.80%, 02/06/25		65		64,442
2.00%, 02/04/27		200		198,310
2.15%, 08/15/24		10		10,051


Security	Par (000)		Value

Auto Manufacturers (continued)
3.40%, 08/09/23	$	62	$	63,552
Stellantis NV, 5.25%, 04/15/23		1,000		1,033,910
Toyota Motor Corp.
0.68%, 03/25/24 (Call 02/25/24)		240		234,062
1.34%, 03/25/26 (Call 02/25/26)		320		308,922
2.36%, 07/02/24		200		201,440
2.36%, 03/25/31 (Call 12/25/30)		300		292,995
2.76%, 07/02/29		70		70,459
3.42%, 07/20/23		290		297,441
3.67%, 07/20/28		50		53,250
Toyota Motor Credit Corp.
0.45%, 01/11/24		40		39,054
0.63%, 09/13/24		305		294,587
1.13%, 06/18/26		300		287,244
1.45%, 01/13/25		100		98,470
1.65%, 01/10/31		100		91,481
1.80%, 02/13/25		180		178,697
1.90%, 01/13/27		100		98,240
1.90%, 04/06/28		200		192,686
1.90%, 09/12/31		330		306,035
2.00%, 10/07/24		262		261,961
2.15%, 02/13/30		25		24,050
2.25%, 10/18/23		25		25,240
2.90%, 04/17/24		315		321,394
3.00%, 04/01/25		287		294,023
3.05%, 01/11/28		175		180,414
3.20%, 01/11/27		250		260,180
3.35%, 01/08/24		250		257,085
3.38%, 04/01/30		330		345,596
3.40%, 04/14/25		180		186,271
3.45%, 09/20/23		212		217,881


				17,239,710
Auto Parts & Equipment — 0.1%
Aptiv PLC, 4.35%, 03/15/29 (Call 12/15/28)		55		59,184
BorgWarner Inc.
2.65%, 07/01/27 (Call 05/01/27)		223		222,585
3.38%, 03/15/25 (Call 12/15/24)		230		237,139
Lear Corp.
2.60%, 01/15/32 (Call 10/15/31)		315		292,182
3.50%, 05/30/30 (Call 02/28/30)		15		15,074
3.80%, 09/15/27 (Call 06/15/27)		58		60,464
4.25%, 05/15/29 (Call 02/15/29)		235		248,867
Magna International Inc.
2.45%, 06/15/30 (Call 03/15/30)		15		14,448
3.63%, 06/15/24 (Call 03/15/24)		93		95,589
4.15%, 10/01/25 (Call 07/01/25)		303		320,432


				1,565,964
Banks — 8.9%
Australia & New Zealand Banking Group Ltd./New York NY, 3.70%, 11/16/25		60		63,311
Banco Bilbao Vizcaya Argentaria SA
0.88%, 09/18/23		10		9,853
1.13%, 09/18/25		485		460,881
Banco Santander SA
1.72%, 09/14/27 (Call 09/14/26)^(a)		400		377,156
1.85%, 03/25/26		200		192,206
2.71%, 06/27/24		400		403,640
2.75%, 05/28/25		210		210,202
2.75%, 12/03/30		290		263,047
2.96%, 03/25/31		205		196,818


Security	Par (000)		Value

Banks (continued)
3.23%, 11/22/32 (Call 11/22/31)^(a)	$	200	$	185,810
3.31%, 06/27/29		200		202,370
3.49%, 05/28/30		200		200,730
3.80%, 02/23/28		15		15,472
3.85%, 04/12/23		400		408,680
4.25%, 04/11/27		200		211,286
4.38%, 04/12/28		250		265,290
5.18%, 11/19/25		410		437,913
Bank of America Corp.
0.81%, 10/24/24 (Call 10/24/23), (SOFR + 0.740%)^(a)		540		527,402
0.98%, 09/25/25 (Call 09/25/24), (SOFR + 0.910%)^(a)		25		24,057
1.20%, 10/24/26 (Call 10/24/25), (SOFR + 1.010%)^(a)		635		600,691
1.49%, 05/19/24 (Call 05/19/23), (SOFR + 1.460%)^(a)		20		19,878
1.53%, 12/06/25 (Call 12/06/24), (SOFR + 0.650%)^(a)		400		388,656
1.73%, 07/22/27 (Call 07/22/26), (SOFR + 0.960%)^(a)		1,070		1,022,139
1.84%, 02/04/25 (Call 02/04/24), (SOFR + 0.670%)^(a)		90		89,122
1.90%, 07/23/31 (Call 07/23/30), (SOFR + 1.530%)^(a)		555		502,824
1.92%, 10/24/31 (Call 10/24/30), (SOFR + 1.370%)^(a)		450		407,227
2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)^(a)		80		78,677
2.09%, 06/14/29 (Call 06/14/28), (SOFR + 1.060%)^(a)		500		473,195
2.30%, 07/21/32 (Call 07/21/31), (SOFR + 1.220%)^(a)		625		579,975
2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)^(a)		403		402,073
2.48%, 09/21/36 (Call 09/21/31)^(a)		500		453,455
2.50%, 02/13/31 (Call 02/13/30), (3 mo. LIBOR US + 0.990%)^(a)		685		652,620
2.55%, 02/04/28 (Call 02/04/27), (SOFR + 1.050%)^(a)		305		300,178
2.57%, 10/20/32 (Call 10/20/31), (SOFR + 1.210%)^(a)		170		161,301
2.59%, 04/29/31 (Call 04/29/30), (SOFR + 2.150%)^(a)		150		143,531
2.69%, 04/22/32 (Call 04/22/31), (SOFR + 1.880%)^(a)		775		745,178
2.88%, 10/22/30 (Call 10/22/29), (3 mo. LIBOR US + 1.190%)^(a)		538		527,213
2.97%, 02/04/33 (Call 02/04/32), (SOFR + 1.330%)^(a)		305		298,879
3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)^(a)		620		628,730
3.19%, 07/23/30 (Call 07/23/29), (3 mo. LIBOR US + 1.180%)^(a)		510		510,602
3.25%, 10/21/27 (Call 10/21/26)		621		635,314
3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)^(a)		350		356,877
3.42%, 12/20/28 (Call 12/20/27), (3 mo. LIBOR US + 1.040%)^(a)		1,043		1,067,646
3.46%, 03/15/25 (Call 03/15/24), (3 mo. LIBOR US + 0.970%)^(a)		404		411,959
3.50%, 04/19/26		509		527,858
3.55%, 03/05/24 (Call 03/05/23), (3 mo. LIBOR US + 0.780%)^(a)		372		377,937
3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)^(a)		633		649,888
3.59%, 07/21/28 (Call 07/21/27), (3 mo. LIBOR US + 1.370%)^(a)		620		640,169
3.71%, 04/24/28 (Call 04/24/27), (3 mo. LIBOR US + 1.512%)^(a)		485		502,271
3.82%, 01/20/28 (Call 01/20/27), (3 mo. LIBOR US + 1.575%)^(a)		410		427,351
3.86%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.940%)^(a)		626		640,755
3.88%, 08/01/25		370		387,760


Security	Par (000)		Value

Banks (continued)
3.97%, 03/05/29 (Call 03/05/28), (3 mo. LIBOR US + 1.070%)^(a)	$	616	$	644,946
3.97%, 02/07/30 (Call 02/07/29), (3 mo. LIBOR US + 1.210%)^(a)		662		694,577
4.00%, 04/01/24		560		580,922
4.00%, 01/22/25		491		509,923
4.10%, 07/24/23		444		458,887
4.13%, 01/22/24		700		727,762
4.20%, 08/26/24		776		807,979
4.25%, 10/22/26		478		507,158
4.27%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.310%)^(a)		625		666,312
4.45%, 03/03/26		412		438,047
Series L, 3.95%, 04/21/25		655		679,006
Series L, 4.18%, 11/25/27 (Call 11/25/26)		397		417,160
Series N, 1.66%, 03/11/27 (Call 03/11/26), (SOFR + 0.910%)^(a)		575		550,056
Series N, 2.65%, 03/11/32 (Call 03/11/31), (SOFR + 1.220%)^(a)		600		573,504
Bank of Montreal
0.40%, 09/15/23		90		88,124
0.45%, 12/08/23		500		487,780
0.63%, 07/09/24		25		24,138
0.95%, 01/22/27 (Call 01/22/26), (SOFR + 0.603%)^(a)		90		84,941
1.25%, 09/15/26		145		137,509
1.50%, 01/10/25		100		97,907
1.85%, 05/01/25		300		296,523
2.50%, 06/28/24		223		225,049
3.80%, 12/15/32 (Call 12/15/27)^(a)		165		169,061
4.34%, 10/05/28 (Call 10/05/23)^(a)		265		273,022
Series E, 3.30%, 02/05/24		240		245,930
Bank of New York Mellon Corp. (The)
0.35%, 12/07/23 (Call 11/07/23)		45		44,034
0.50%, 04/26/24 (Call 03/26/24)		35		34,048
0.75%, 01/28/26 (Call 12/28/25)		55		52,171
1.05%, 10/15/26 (Call 09/15/26)		180		171,182
1.60%, 04/24/25 (Call 03/24/25)		164		161,458
1.65%, 07/14/28 (Call 05/14/28)		65		61,638
1.65%, 01/28/31 (Call 10/28/30)		50		46,159
1.80%, 07/28/31 (Call 04/28/31)		115		105,641
2.05%, 01/26/27 (Call 12/26/26)		100		98,887
2.10%, 10/24/24		340		341,261
2.20%, 08/16/23 (Call 06/16/23)		85		85,668
2.45%, 08/17/26 (Call 05/17/26)		83		84,013
2.50%, 01/26/32 (Call 10/26/31)		100		97,318
2.80%, 05/04/26 (Call 02/04/26)		262		267,871
3.00%, 10/30/28 (Call 07/30/28)		110		111,051
3.25%, 09/11/24 (Call 08/11/24)		255		262,681
3.25%, 05/16/27 (Call 02/16/27)		265		275,420
3.30%, 08/23/29 (Call 05/23/29)		154		159,259
3.40%, 05/15/24 (Call 04/15/24)		200		206,410
3.40%, 01/29/28 (Call 10/29/27)		186		194,764
3.44%, 02/07/28 (Call 02/07/27), (3 mo. LIBOR US + 1.069%)^(a)		86		89,896
3.45%, 08/11/23		234		240,119
3.50%, 04/28/23		155		158,474
3.85%, 04/28/28		40		42,799
3.95%, 11/18/25 (Call 10/18/25)		192		203,685
Series 12, 3.65%, 02/04/24 (Call 01/05/24)		289		298,314
Series G, 3.00%, 02/24/25 (Call 01/24/25)		235		241,183


Security	Par (000)		Value

Banks (continued)
Series J, 0.85%, 10/25/24 (Call 09/25/24)	$	200	$	194,592
Series J, 1.90%, 01/25/29 (Call 11/25/28)		160		153,472
Bank of Nova Scotia (The)
0.55%, 09/15/23		138		135,303
0.65%, 07/31/24		20		19,293
0.70%, 04/15/24		245		237,697
1.05%, 03/02/26		60		56,828
1.30%, 06/11/25		160		154,403
1.30%, 09/15/26		50		47,540
1.63%, 05/01/23		230		230,028
1.95%, 02/02/27		100		97,142
2.15%, 08/01/31		25		23,349
2.20%, 02/03/25		85		84,725
2.70%, 08/03/26		575		580,618
3.40%, 02/11/24		50		51,307
4.50%, 12/16/25		449		477,260
Bank of Nova Scotia/The, 1.45%, 01/10/25		100		97,858
BankUnited Inc.
4.88%, 11/17/25 (Call 08/17/25)		90		96,432
5.13%, 06/11/30 (Call 03/11/30)		55		58,757
Barclays PLC
1.01%, 12/10/24 (Call 12/10/23)^(a)		240		234,058
2.28%, 11/24/27 (Call 11/24/26)^(a)		210		202,549
2.65%, 06/24/31 (Call 06/24/30), (SOFR + 1.900%)^(a)		65		61,348
2.67%, 03/10/32 (Call 03/10/31)^(a)		200		187,522
2.85%, 05/07/26 (Call 05/07/25), (SOFR + 2.714%)^(a)		225		224,726
3.65%, 03/16/25		275		282,252
3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)^(a)		455		467,417
4.34%, 05/16/24 (Call 05/16/23), (3 mo. LIBOR US + 1.356%)^(a)		515		529,302
4.34%, 01/10/28 (Call 01/10/27)		300		317,094
4.38%, 09/11/24		315		326,601
4.38%, 01/12/26		700		739,102
4.84%, 05/09/28 (Call 05/07/27)		405		428,733
4.97%, 05/16/29 (Call 05/16/28), (3 mo. LIBOR US + 1.902%)^(a)		515		559,743
5.09%, 06/20/30 (Call 06/20/29), (3 mo. LIBOR US + 3.054%)^(a)		345		369,233
5.20%, 05/12/26		720		775,678
BNP Paribas SA
3.25%, 03/03/23		484		491,662
4.25%, 10/15/24		285		297,580
BPCE SA
3.38%, 12/02/26		250		257,685
4.00%, 04/15/24		265		274,604
Canadian Imperial Bank of Commerce
0.45%, 06/22/23		35		34,414
0.50%, 12/14/23		370		360,472
0.95%, 06/23/23		95		94,008
1.00%, 10/18/24		150		145,311
1.25%, 06/22/26		150		141,972
2.25%, 01/28/25		290		289,640
3.10%, 04/02/24		135		137,688
3.50%, 09/13/23		604		620,827
Citigroup Inc.
0.78%, 10/30/24 (Call 10/30/23), (SOFR + 0.686%)^(a)		25		24,449
0.98%, 05/01/25 (Call 05/01/24), (SOFR + 0.669%)^(a)		295		286,725
1.12%, 01/28/27 (Call 01/28/26), (SOFR + 0.765%)^(a)		655		617,062
1.46%, 06/09/27 (Call 06/09/26), (SOFR + 0.770%)^(a)		560		530,432


Security	Par (000)		Value

Banks (continued)
1.68%, 05/15/24 (Call 05/15/23), (SOFR + 1.667%)^(a)	$	20	$	19,975
2.01%, 01/25/26 (Call 01/25/25), (SOFR + 0.694%)^(a)		145		142,880
2.52%, 11/03/32 (Call 11/03/31), (SOFR + 1.177%)^(a)		335		315,654
2.56%, 05/01/32 (Call 05/01/31), (SOFR + 1.167%)^(a)		485		460,381
2.57%, 06/03/31 (Call 06/03/30), (SOFR + 2.107%)^(a)		661		630,442
2.67%, 01/29/31 (Call 01/29/30), (SOFR + 1.146%)^(a)		470		453,301
2.98%, 11/05/30 (Call 11/05/29), (SOFR + 1.422%)^(a)		375		370,249
3.06%, 01/25/33 (Call 01/25/32), (SOFR + 1.351%)^(a)		600		591,762
3.07%, 02/24/28 (Call 02/24/27), (SOFR + 1.280%)^(a)		100		100,880
3.11%, 04/08/26 (Call 04/08/25), (SOFR + 2.842%)^(a)		678		687,099
3.20%, 10/21/26 (Call 07/21/26)		580		591,478
3.30%, 04/27/25		689		705,584
3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)^(a)		591		603,263
3.40%, 05/01/26		468		482,447
3.50%, 05/15/23		337		344,721
3.52%, 10/27/28 (Call 10/27/27), (3 mo. LIBOR US + 1.151%)^(a)		530		544,628
3.67%, 07/24/28 (Call 07/24/27), (3 mo. LIBOR US + 1.390%)^(a)		591		611,650
3.70%, 01/12/26		488		509,770
3.75%, 06/16/24		127		131,449
3.88%, 10/25/23		206		212,625
3.88%, 03/26/25		295		304,992
3.89%, 01/10/28 (Call 01/10/27), (3 mo. LIBOR US + 1.563%)^(a)		540		563,803
3.98%, 03/20/30 (Call 03/20/29), (3 mo. LIBOR US + 1.338%)^(a)		590		621,187
4.04%, 06/01/24 (Call 06/01/23), (3 mo. LIBOR US + 1.023%)^(a)		10		10,257
4.08%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.192%)^(a)		391		411,981
4.13%, 07/25/28		520		546,260
4.30%, 11/20/26		402		428,042
4.40%, 06/10/25		631		662,216
4.41%, 03/31/31 (Call 03/31/30), (SOFR + 3.914%)^(a)		690		749,023
4.45%, 09/29/27		827		883,616
4.60%, 03/09/26		385		410,826
5.50%, 09/13/25		414		451,649
Citizens Bank N.A./Providence RI
2.25%, 04/28/25 (Call 03/28/25)		25		24,922
3.70%, 03/29/23 (Call 02/28/23)		250		254,872
3.75%, 02/18/26 (Call 11/18/25)		265		278,573
Citizens Financial Group Inc.
2.50%, 02/06/30 (Call 11/06/29)		332		318,172
2.85%, 07/27/26 (Call 04/27/26)		95		95,960
3.25%, 04/30/30 (Call 01/30/30)		30		30,326
4.30%, 12/03/25 (Call 11/03/25)		10		10,537
Comerica Inc.
3.70%, 07/31/23 (Call 06/30/23)		375		383,636
4.00%, 02/01/29 (Call 11/03/28)		195		209,258
Cooperatieve Rabobank U.A.
3.75%, 07/21/26		390		402,835
4.38%, 08/04/25		10		10,472
Cooperatieve Rabobank UA/NY, 1.38%, 01/10/25		250		245,697
Credit Suisse AG/New York NY
0.50%, 02/02/24		60		58,181
1.00%, 05/05/23		500		496,150
1.25%, 08/07/26		20		18,796
2.95%, 04/09/25		445		451,061


Security	Par (000)		Value

Banks (continued)
3.63%, 09/09/24	$	735	$	758,571
Credit Suisse Group AG
3.75%, 03/26/25		510		523,831
3.80%, 06/09/23		260		265,834
4.55%, 04/17/26		495		522,859
Deutsche Bank AG, 4.10%, 01/13/26		231		240,559
Deutsche Bank AG/London, 3.70%, 05/30/24		260		266,880
Deutsche Bank AG/New York NY
0.90%, 05/28/24		150		145,521
1.45%, 04/01/25 (Call 04/01/24), (SOFR + 1.131%)^(a)		90		87,898
2.13%, 11/24/26 (Call 11/24/25), (SOFR + 1.870%)^(a)		405		389,902
2.22%, 09/18/24 (Call 09/18/23), (SOFR + 2.159%)^(a)		165		164,693
2.31%, 11/16/27 (Call 11/16/26), (SOFR + 1.219%)^(a)		490		468,602
2.55%, 01/07/28 (Call 01/07/27), (SOFR + 1.318%)^(a)		180		173,126
3.04%, 05/28/32 (Call 05/28/31), (SOFR + 1.718%)^(a)		170		159,698
3.55%, 09/18/31 (Call 09/18/30), (SOFR + 3.043%)^(a)		260		256,591
3.70%, 05/30/24		265		271,545
3.96%, 11/26/25 (Call 11/26/24), (SOFR + 2.581%)^(a)		500		511,565
Discover Bank
2.45%, 09/12/24 (Call 08/12/24)		40		40,060
2.70%, 02/06/30 (Call 11/06/29)		485		467,438
3.45%, 07/27/26 (Call 04/27/26)		250		257,157
4.20%, 08/08/23		5		5,157
4.25%, 03/13/26		20		21,153
4.68%, 08/09/28 (Call 08/09/23)^(a)		355		364,351
Fifth Third Bancorp.
1.71%, 11/01/27 (Call 11/01/26), (SOFR + 0.685%)^(a)		10		9,597
2.38%, 01/28/25 (Call 12/28/24)		25		25,041
2.55%, 05/05/27 (Call 04/05/27)		80		79,808
3.65%, 01/25/24 (Call 12/25/23)		560		576,307
3.95%, 03/14/28 (Call 02/14/28)		345		366,017
4.30%, 01/16/24 (Call 12/16/23)		354		367,700
Fifth Third Bank NA
2.25%, 02/01/27 (Call 01/01/27)		250		248,465
3.85%, 03/15/26 (Call 02/15/26)		40		41,912
3.95%, 07/28/25 (Call 06/28/25)		200		211,852
First Citizens BancShares Inc./NC, 3.38%, 03/15/30 (Call 03/15/25), (SOFR + 2.465%)^(a)		85		84,488
First Horizon Corp., 4.00%, 05/26/25 (Call 04/26/25)		55		57,085
First-Citizens Bank & Trust Co., 6.13%, 03/09/28		100		114,242
Goldman Sachs Group Inc. (The)
0.66%, 09/10/24 (Call 09/10/23), (SOFR + 0.505%)^(a)		25		24,415
0.67%, 03/08/24 (Call 03/08/23), (SOFR + 0.572%)^(a)		5		4,935
0.93%, 10/21/24 (Call 10/21/23), (SOFR + 0.486%)^(a)		205		200,693
1.09%, 12/09/26 (Call 12/09/25), (SOFR + 0.789%)^(a)		75		70,568
1.43%, 03/09/27 (Call 03/09/26), (SOFR + 0.798%)^(a)		605		571,906
1.54%, 09/10/27 (Call 09/10/26), (SOFR + 0.818%)^(a)		545		513,575
1.76%, 01/24/25 (Call 01/24/24), (SOFR + 0.730%)^(a)		400		395,672
1.95%, 10/21/27 (Call 10/21/26), (SOFR + 0.913%)^(a)		760		728,597
1.99%, 01/27/32 (Call 01/27/31), (SOFR + 1.090%)^(a)		582		524,976
2.38%, 07/21/32 (Call 07/21/31), (SOFR + 1.248%)^(a)		780		723,200
2.60%, 02/07/30 (Call 11/07/29)		604		580,788
2.62%, 04/22/32 (Call 04/22/31), (SOFR + 1.281%)^(a)		645		610,157
2.64%, 02/24/28 (Call 02/24/27), (SOFR + 1.114%)^(a)		145		143,301
2.65%, 10/21/32 (Call 10/21/31), (SOFR + 1.264%)^(a)		565		535,874
3.27%, 09/29/25 (Call 09/29/24), (3 mo. LIBOR US + 1.201%)^(a)		797		811,258
3.50%, 01/23/25 (Call 10/23/24)		513		527,831
3.50%, 04/01/25 (Call 03/01/25)		797		819,436
3.50%, 11/16/26 (Call 11/16/25)		640		656,019


Security	Par (000)		Value

Banks (continued)
3.63%, 02/20/24 (Call 01/20/24)	$	490	$	503,490
3.69%, 06/05/28 (Call 06/05/27), (3 mo. LIBOR US + 1.510%)^(a)		510		528,197
3.75%, 05/22/25 (Call 02/22/25)		546		564,924
3.75%, 02/25/26 (Call 11/25/25)		227		236,380
3.80%, 03/15/30 (Call 12/15/29)		458		477,048
3.81%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.158%)^(a)		597		619,626
3.85%, 07/08/24 (Call 04/08/24)		463		478,321
3.85%, 01/26/27 (Call 01/26/26)		698		727,141
4.00%, 03/03/24		619		641,043
4.22%, 05/01/29 (Call 05/01/28), (3 mo. LIBOR US + 1.301%)^(a)		657		696,427
4.25%, 10/21/25		586		615,294
5.95%, 01/15/27		25		28,230
HSBC Holdings PLC
0.73%, 08/17/24 (Call 08/17/23), (SOFR + 0.534%)^(a)		45		44,039
1.16%, 11/22/24 (Call 11/22/23), (SOFR + 0.580%)^(a)		210		205,645
1.59%, 05/24/27 (Call 05/24/26), (SOFR + 1.290%)^(a)		385		362,955
1.65%, 04/18/26 (Call 04/18/25), (SOFR + 1.538%)^(a)		575		554,484
2.01%, 09/22/28 (Call 09/22/27), (SOFR + 1.732%)^(a)		575		539,758
2.10%, 06/04/26 (Call 06/04/25), (SOFR + 1.929%)^(a)		35		34,142
2.21%, 08/17/29 (Call 08/17/28), (SOFR + 1.285%)^(a)		220		205,315
2.25%, 11/22/27 (Call 11/22/26), (SOFR + 1.100%)^(a)		490		471,880
2.36%, 08/18/31 (Call 08/18/30), (SOFR + 1.947%)^(a)		75		68,819
2.63%, 11/07/25 (Call 11/07/24), (SOFR + 1.401%)^(a)		70		69,912
2.80%, 05/24/32 (Call 05/24/31), (SOFR + 1.187%)^(a)		200		188,786
2.85%, 06/04/31 (Call 06/04/30), (SOFR + 2.387%)^(a)		210		200,636
2.87%, 11/22/32 (Call 11/22/31), (SOFR + 1.410%)^(a)		325		308,350
3.60%, 05/25/23		700		716,233
3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)^(a)		635		650,831
3.90%, 05/25/26		655		681,455
3.95%, 05/18/24 (Call 05/18/23), (3 mo. LIBOR US + 0.987%)^(a)		440		449,557
3.97%, 05/22/30 (Call 05/22/29), (3 mo. LIBOR US + 1.610%)^(a)		625		644,606
4.04%, 03/13/28 (Call 03/13/27), (3 mo. LIBOR US + 1.546%)^(a)		495		513,082
4.25%, 03/14/24		480		496,022
4.25%, 08/18/25		450		466,807
4.29%, 09/12/26 (Call 09/12/25), (3 mo. LIBOR US + 1.348%)^(a)		705		735,336
4.30%, 03/08/26		750		792,157
4.38%, 11/23/26		400		420,792
4.58%, 06/19/29 (Call 06/19/28), (3 mo. LIBOR US + 1.535%)^(a)		700		747,138
4.95%, 03/31/30		890		987,001
HSBC USA Inc., 3.50%, 06/23/24		335		344,893
Huntington Bancshares Inc./OH
2.49%, 08/15/36 (Call 08/15/31)^(a)(b)		85		77,676
2.55%, 02/04/30 (Call 11/04/29)		253		246,027
2.63%, 08/06/24 (Call 07/06/24)		249		250,890
4.00%, 05/15/25 (Call 04/15/25)		160		167,250
Industrial & Commercial Bank of China Ltd./New York NY, 3.54%, 11/08/27		250		264,302
ING Groep NV
2.73%, 04/01/32 (Call 04/01/31), (SOFR + 1.316%)^(a)		200		191,238
3.55%, 04/09/24		30		30,783
3.95%, 03/29/27		350		367,699


Security	Par (000)		Value

Banks (continued)
4.05%, 04/09/29	$	315	$	334,511
4.10%, 10/02/23		685		707,352
4.55%, 10/02/28		35		38,075
JPMorgan Chase & Co.
0.70%, 03/16/24 (Call 03/16/23), (SOFR + 0.580%)^(a)		300		296,592
0.82%, 06/01/25 (Call 06/01/24), (SOFR + 0.540%)^(a)		615		595,092
1.04%, 02/04/27 (Call 02/04/26), (SOFR + 0.695%)^(a)		160		149,810
1.05%, 11/19/26 (Call 11/19/25), (SOFR + 0.800%)^(a)		535		502,953
1.47%, 09/22/27 (Call 09/22/26), (SOFR + 0.765%)^(a)		245		231,153
1.51%, 06/01/24 (Call 06/01/23), (SOFR + 1.455%)^(a)		395		393,388
1.56%, 12/10/25 (Call 12/10/24), (SOFR + 0.605%)^(a)		400		389,912
1.58%, 04/22/27 (Call 04/22/26), (SOFR + 0.885%)^(a)		770		736,289
1.76%, 11/19/31 (Call 11/19/30), (SOFR + 1.105%)^(a)		60		53,912
1.95%, 02/04/32 (Call 02/04/31), (SOFR + 1.065%)^(a)		600		547,206
2.07%, 06/01/29 (Call 06/01/28), (SOFR + 1.015%)^(a)		650		615,784
2.08%, 04/22/26 (Call 04/22/25), (SOFR + 1.850%)^(a)		835		822,116
2.18%, 06/01/28 (Call 06/01/27), (SOFR + 1.890%)^(a)		515		497,923
2.52%, 04/22/31 (Call 04/22/30), (SOFR + 2.040%)^(a)		630		604,844
2.55%, 11/08/32 (Call 11/08/31), (SOFR + 1.180%)^(a)		150		143,324
2.58%, 04/22/32 (Call 04/22/31), (SOFR + 1.250%)^(a)		535		512,626
2.60%, 02/24/26 (Call 02/24/25), (SOFR + 0.915%)^(a)		600		601,518
2.70%, 05/18/23 (Call 03/18/23)		658		665,343
2.74%, 10/15/30 (Call 10/15/29), (SOFR + 1.510%)^(a)		885		864,627
2.95%, 10/01/26 (Call 07/01/26)		768		780,995
2.95%, 02/24/28 (Call 02/24/27), (SOFR + 1.170%)^(a)		560		563,338
2.96%, 05/13/31 (Call 05/13/30), (SOFR + 2.515%)^(a)		545		529,102
2.96%, 01/25/33 (Call 01/25/32), (SOFR + 1.260%)^(a)		675		667,791
3.20%, 06/15/26 (Call 03/15/26)		355		364,287
3.22%, 03/01/25 (Call 03/01/24), (3 mo. LIBOR US + 1.155%)^(a)		733		745,864
3.30%, 04/01/26 (Call 01/01/26)		618		637,393
3.38%, 05/01/23		483		492,109
3.51%, 01/23/29 (Call 01/23/28), (3 mo. LIBOR US + 0.945%)^(a)		623		639,809
3.54%, 05/01/28 (Call 05/01/27), (3 mo. LIBOR US + 1.380%)^(a)		525		542,545
3.56%, 04/23/24 (Call 04/23/23), (3 mo. LIBOR US + 0.730%)^(a)		359		365,570
3.63%, 05/13/24		410		423,682
3.63%, 12/01/27 (Call 12/01/26)		491		508,254
3.70%, 05/06/30 (Call 05/06/29), (3 mo. LIBOR US + 1.160%)^(a)		685		710,872
3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)^(a)		700		730,961
3.80%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.890%)^(a)		513		525,215
3.88%, 02/01/24		310		321,634
3.88%, 09/10/24		615		638,247
3.90%, 07/15/25 (Call 04/15/25)		575		600,932
3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)^(a)		533		557,992
4.01%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.120%)^(a)		567		597,550
4.02%, 12/05/24 (Call 12/05/23), (3 mo. LIBOR US + 1.000%)^(a)		489		504,663
4.13%, 12/15/26		619		657,941
4.20%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.260%)^(a)		352		374,929
4.25%, 10/01/27		393		420,243


Security	Par (000)		Value

Banks (continued)
4.45%, 12/05/29 (Call 12/05/28), (3 mo. LIBOR US + 1.330%)^(a)	$	603	$	651,560
4.49%, 03/24/31 (Call 03/24/30), (SOFR + 3.790%)^(a)		570		625,666
7.63%, 10/15/26		15		18,127
8.00%, 04/29/27		145		180,471
KeyBank N.A./Cleveland OH 3.40%, 05/20/26		250		259,217
3.90%, 04/13/29		250		263,410
KeyCorp.
2.25%, 04/06/27		390		384,298
2.55%, 10/01/29		193		187,694
4.10%, 04/30/28		70		75,128
4.15%, 10/29/25		188		199,398
KfW
0.25%, 10/19/23		115		112,884
0.25%, 03/08/24		75		73,132
0.38%, 07/18/25		930		888,141
0.50%, 09/20/24		230		223,544
0.63%, 01/22/26		515		491,954
0.75%, 09/30/30		50		45,540
1.00%, 10/01/26		560		540,753
1.38%, 08/05/24		655		651,876
1.75%, 09/14/29		438		433,191
2.00%, 05/02/25		1,018		1,026,460
2.50%, 11/20/24		956		977,902
2.63%, 02/28/24		319		326,088
2.88%, 04/03/28		772		815,595
Korea Development Bank (The)
2.00%, 09/12/26		225		224,561
2.13%, 10/01/24		325		327,798
3.00%, 01/13/26		200		207,544
Landwirtschaftliche Rentenbank
0.88%, 03/30/26		105		100,942
0.88%, 09/03/30		90		82,552
1.75%, 07/27/26		135		134,762
2.00%, 01/13/25		565		570,136
2.38%, 06/10/25		495		504,464
3.13%, 11/14/23		160		164,518
Series 37, 2.50%, 11/15/27		90		92,881
Series 40, 0.50%, 05/27/25		555		533,083
Lloyds Banking Group PLC
0.70%, 05/11/24 (Call 05/11/23), (1 year CMT + 0.550%)^(a)		200		197,018
1.63%, 05/11/27 (Call 05/11/26)^(a)		60		56,918
2.44%, 02/05/26 (Call 02/05/25)^(a)		230		228,305
3.57%, 11/07/28 (Call 11/07/27), (3 mo. LIBOR US + 1.205%)^(a)		285		292,088
3.75%, 01/11/27		250		259,522
3.87%, 07/09/25 (Call 07/09/24)^(a)		305		314,101
4.05%, 08/16/23		260		267,818
4.38%, 03/22/28		435		463,701
4.45%, 05/08/25		260		273,681
4.50%, 11/04/24		315		328,737
4.55%, 08/16/28		205		221,503
4.58%, 12/10/25		435		456,124
4.65%, 03/24/26		440		465,366
M&T Bank Corp., 3.55%, 07/26/23 (Call 06/26/23)		220		225,038
Manufacturers & Traders Trust Co., 2.90%, 02/06/25 (Call 01/06/25)		345		352,662


Security	Par (000)		Value

Banks (continued)
Mitsubishi UFJ Financial Group Inc.
0.85%, 09/15/24 (Call 09/15/23)^(a)	$	300	$	294,474
0.95%, 07/19/25 (Call 07/19/24)^(a)		435		420,023
1.41%, 07/17/25		325		313,521
2.19%, 02/25/25		560		555,895
2.31%, 07/20/32 (Call 07/20/31)^(a)		200		185,770
2.34%, 01/19/28 (Call 01/19/27)^(a)		200		195,174
2.56%, 02/25/30		355		340,871
2.76%, 09/13/26		250		251,130
2.80%, 07/18/24		250		253,210
2.85%, 01/19/33 (Call 01/19/32)^(a)		200		193,714
3.20%, 07/18/29		420		423,095
3.29%, 07/25/27		30		30,793
3.41%, 03/07/24		420		430,584
3.46%, 03/02/23		364		370,592
3.68%, 02/22/27		195		203,596
3.74%, 03/07/29		460		481,013
3.76%, 07/26/23		412		423,318
3.78%, 03/02/25		329		341,821
3.85%, 03/01/26		475		496,783
3.96%, 03/02/28		296		313,082
4.05%, 09/11/28		535		569,465
Mizuho Financial Group Inc.
1.23%, 05/22/27 (Call 05/22/26)^(a)		30		28,096
1.24%, 07/10/24 (Call 07/10/23), (SOFR + 1.252%)^(a)		465		459,997
2.20%, 07/10/31 (Call 07/10/30), (SOFR + 1.772%)^(a)		315		291,564
2.23%, 05/25/26 (Call 05/25/25), (3 mo. LIBOR US + 0.830%)^(a)		255		251,759
2.26%, 07/09/32 (Call 07/09/31)^(a)(c)		200		184,648
2.56%, 09/13/25 (Call 09/13/24), (SOFR + 1.362%)^(a)		200		200,206
2.56%, 09/13/31		230		210,590
2.59%, 05/25/31 (Call 05/25/30), (3 mo. LIBOR US + 1.070%)^(a)		65		62,140
2.84%, 07/16/25 (Call 07/16/24), (SOFR + 1.242%)^(a)		240		242,006
2.84%, 09/13/26		203		203,930
3.15%, 07/16/30 (Call 07/16/29), (3 mo. LIBOR US + 1.130%)^(a)		55		54,942
3.17%, 09/11/27		285		290,227
3.55%, 03/05/23		250		255,017
3.66%, 02/28/27		245		256,091
3.92%, 09/11/24 (Call 09/11/23), (3 mo. LIBOR US + 1.000%)^(a)		225		230,927
4.02%, 03/05/28		300		316,776
4.25%, 09/11/29 (Call 09/11/28), (3 mo. LIBOR US + 1.270%)^(a)		345		368,681
Morgan Stanley
0.73%, 04/05/24 (Call 04/05/23), (SOFR + 0.610%)^(a)		505		498,092
0.79%, 01/22/25 (Call 01/22/24), (SOFR + 0.590%)^(a)		55		53,440
0.79%, 05/30/25 (Call 05/30/24), (SOFR + 0.525%)^(a)		30		28,934
0.99%, 12/10/26 (Call 12/10/25), (SOFR + 0.720%)^(a)		415		388,818
1.16%, 10/21/25 (Call 10/21/24), (SOFR + 0.560%)^(a)		510		492,660
1.51%, 07/20/27 (Call 07/20/26), (SOFR + 0.858%)^(a)		580		549,828
1.59%, 05/04/27 (Call 05/04/26), (SOFR + 0.879%)^(a)		635		604,977
1.79%, 02/13/32 (Call 02/13/31), (SOFR + 1.034%)^(a)		410		366,372
1.93%, 04/28/32 (Call 04/28/31), (SOFR + 1.020%)^(a)		1,030		928,514
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)^(a)		650		641,277
2.24%, 07/21/32 (Call 07/21/31), (SOFR + 1.178%)^(a)		625		577,237
2.48%, 01/21/28 (Call 01/21/27), (SOFR + 1.000%)^(a)		325		319,572
2.48%, 09/16/36 (Call 09/16/31), (SOFR + 1.360%)^(a)		575		522,175
2.51%, 10/20/32 (Call 10/20/31), (SOFR + 1.200%)^(a)		550		519,728


Security	Par (000)		Value

Banks (continued)
2.63%, 02/18/26 (Call 02/18/25), (SOFR + 0.940%)^(a)	$	200	$	200,156
2.70%, 01/22/31 (Call 01/22/30), (SOFR + 1.143%)^(a)		685		663,984
2.72%, 07/22/25 (Call 07/22/24), (SOFR + 1.152%)^(a)		385		387,264
2.94%, 01/21/33 (Call 01/21/32), (SOFR + 1.290%)^(a)		515		504,144
3.13%, 07/27/26		504		513,526
3.59%, 07/22/28 (Call 07/22/27), (3 mo. LIBOR US + 1.340%)^(a)		556		574,392
3.62%, 04/01/31 (Call 04/01/30), (SOFR + 3.120%)^(a)		625		645,737
3.63%, 01/20/27		603		628,772
3.70%, 10/23/24		306		316,536
3.74%, 04/24/24 (Call 04/24/23), (3 mo. LIBOR US + 0.847%)^(a)		507		516,821
3.77%, 01/24/29 (Call 01/24/28), (3 mo. LIBOR US + 1.140%)^(a)		421		437,027
3.88%, 01/27/26		639		667,404
3.95%, 04/23/27		634		665,472
4.00%, 07/23/25		615		644,551
4.10%, 05/22/23		386		396,129
4.35%, 09/08/26		568		603,205
4.43%, 01/23/30 (Call 01/23/29), (3 mo. LIBOR US + 1.628%)^(a)		664		717,047
5.00%, 11/24/25		395		424,925
Series F, 3.88%, 04/29/24		591		610,917
Series I, 0.86%, 10/21/25 (Call 10/21/24), (SOFR + 0.745%)^(a)		70		67,183
National Australia Bank Ltd./New York
2.50%, 07/12/26		275		278,646
3.38%, 01/14/26		285		298,426
3.63%, 06/20/23		255		261,673
Natwest Group PLC
3.07%, 05/22/28 (Call 05/22/27)^(a)		270		270,035
3.75%, 11/01/29 (Call 11/01/24)^(a)		305		308,825
3.88%, 09/12/23		20		20,483
4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)^(a)		680		703,242
4.45%, 05/08/30 (Call 05/08/29), (3 mo. LIBOR US + 1.871%)^(a)		260		277,168
4.52%, 06/25/24 (Call 06/25/23), (3 mo. LIBOR US + 1.550%)^(a)		590		607,057
4.80%, 04/05/26		275		294,717
4.89%, 05/18/29 (Call 05/18/28), (3 mo. LIBOR US + 1.754%)^(a)		400		435,768
5.08%, 01/27/30 (Call 01/27/29), (3 mo. LIBOR US + 1.905%)^(a)		515		567,494
5.13%, 05/28/24		30		31,512
6.00%, 12/19/23		445		472,621
Northern Trust Corp.
1.95%, 05/01/30 (Call 02/01/30)		135		128,412
3.15%, 05/03/29 (Call 02/03/29)		220		228,932
3.65%, 08/03/28 (Call 05/03/28)		136		146,042
3.95%, 10/30/25		333		353,030
Oesterreichische Kontrollbank AG
0.38%, 09/17/25		70		66,495
0.50%, 02/02/26		65		61,601
1.50%, 02/12/25		885		879,318
2.88%, 03/13/23		225		228,832
3.13%, 11/07/23		25		25,700
PNC Bank N.A.
2.70%, 10/22/29		75		74,019
2.95%, 02/23/25 (Call 01/24/25)		30		30,787


Security	Par (000)		Value

Banks (continued)
3.25%, 06/01/25 (Call 05/02/25)	$	475	$	491,126
3.25%, 01/22/28 (Call 12/23/27)		255		264,055
4.05%, 07/26/28		260		278,655
PNC Bank NA, 3.88%, 04/10/25 (Call 03/10/25)		250		260,850
PNC Financial Services Group Inc. (The)
1.15%, 08/13/26 (Call 07/13/26)		455		434,661
2.20%, 11/01/24 (Call 10/02/24)		105		105,354
2.31%, 04/23/32 (Call 04/23/31), (SOFR + 0.979%)^(a)		160		152,446
2.55%, 01/22/30 (Call 10/24/29)		618		607,686
2.60%, 07/23/26 (Call 05/23/26)		25		25,350
3.15%, 05/19/27 (Call 04/19/27)		193		200,037
3.45%, 04/23/29 (Call 01/23/29)		374		392,565
3.50%, 01/23/24 (Call 12/23/23)		444		456,938
3.90%, 04/29/24 (Call 03/29/24)		459		476,593
Regions Financial Corp.
1.80%, 08/12/28 (Call 06/12/28)		110		103,025
2.25%, 05/18/25 (Call 04/18/25)		240		240,358
Royal Bank of Canada
0.43%, 01/19/24		225		219,105
0.50%, 10/26/23		20		19,599
0.65%, 07/29/24		145		139,970
0.75%, 10/07/24		100		96,483
0.88%, 01/20/26		244		230,424
1.15%, 06/10/25		200		192,564
1.15%, 07/14/26		20		18,938
1.20%, 04/27/26		85		80,733
1.40%, 11/02/26		645		614,775
1.60%, 04/17/23		54		54,078
2.05%, 01/21/27		100		97,965
2.25%, 11/01/24		162		162,120
2.30%, 11/03/31		440		416,130
2.55%, 07/16/24		40		40,400
3.70%, 10/05/23		679		699,866
4.65%, 01/27/26		285		306,868
Santander Holdings USA Inc.
2.49%, 01/06/28 (Call 01/06/27), (SOFR + 1.249%)^(a)		205		199,114
3.24%, 10/05/26 (Call 08/05/26)		283		285,949
3.45%, 06/02/25 (Call 05/02/25)		40		40,676
3.50%, 06/07/24 (Call 05/07/24)		230		234,729
4.40%, 07/13/27 (Call 04/14/27)		334		351,034
4.50%, 07/17/25 (Call 04/17/25)		95		99,607
Santander UK Group Holdings PLC
1.09%, 03/15/25 (Call 03/15/24), (SOFR + 0.787%)^(a)		65		63,060
1.53%, 08/21/26 (Call 08/21/25)^(a)		375		357,724
1.67%, 06/14/27 (Call 06/14/26), (SOFR + 0.989%)^(a)		305		288,143
3.82%, 11/03/28 (Call 11/03/27), (3 mo. LIBOR US + 1.400%)^(a)		200		205,422
Santander UK PLC, 4.00%, 03/13/24		540		559,888
State Street Corp.
1.68%, 11/18/27 (Call 11/18/26), (SOFR + 0.560%)^(a)		205		198,657
2.20%, 02/07/28 (Call 02/07/27), (SOFR + 0.730%)^(a)		50		49,361
2.20%, 03/03/31		70		65,957
2.35%, 11/01/25 (Call 11/01/24)^(a)		80		80,483
2.40%, 01/24/30		206		201,956
2.62%, 02/07/33 (Call 02/07/32), (SOFR + 1.002%)^(a)		50		49,007
2.65%, 05/19/26		285		290,905
2.90%, 03/30/26 (Call 03/30/25), (SOFR + 2.600%)^(a)		55		56,121
3.10%, 05/15/23		230		234,062
3.15%, 03/30/31 (Call 03/30/30), (SOFR + 2.650%)^(a)		255		261,066
3.30%, 12/16/24		231		238,979


Security	Par (000)		Value

Banks (continued)
3.55%, 08/18/25	$	375	$	391,485
3.70%, 11/20/23		349		360,608
3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)^(a)		193		199,161
4.14%, 12/03/29 (Call 12/03/28), (3 mo. LIBOR US + 1.030%)^(a)		130		140,690
Sumitomo Mitsui Banking Corp., 3.65%, 07/23/25		250		260,152
Sumitomo Mitsui Financial Group Inc.
1.40%, 09/17/26		245		231,562
1.71%, 01/12/31		435		387,415
2.13%, 07/08/30		35		32,591
2.14%, 09/23/30		85		77,459
2.22%, 09/17/31		200		185,334
2.35%, 01/15/25		430		428,486
2.45%, 09/27/24		565		566,531
2.47%, 01/14/29		200		193,656
2.63%, 07/14/26		88		88,202
2.70%, 07/16/24		625		630,950
2.72%, 09/27/29		370		361,960
2.75%, 01/15/30		320		312,624
3.01%, 10/19/26		360		365,519
3.04%, 07/16/29		405		404,218
3.20%, 09/17/29		210		209,851
3.35%, 10/18/27		235		242,299
3.36%, 07/12/27		260		268,731
3.45%, 01/11/27		247		255,356
3.54%, 01/17/28		185		191,976
3.75%, 07/19/23		215		220,900
3.78%, 03/09/26		305		319,057
3.94%, 10/16/23		310		320,205
3.94%, 07/19/28		35		37,055
4.31%, 10/16/28		250		270,952
SVB Financial Group
1.80%, 10/28/26 (Call 09/28/26)		295		284,964
1.80%, 02/02/31 (Call 11/02/30)		165		149,424
2.10%, 05/15/28 (Call 03/15/28)		50		47,868
3.13%, 06/05/30 (Call 03/05/30)		180		180,918
3.50%, 01/29/25		135		139,140
Svenska Handelsbanken AB, 3.90%, 11/20/23		260		269,706
Toronto-Dominion Bank (The)
0.45%, 09/11/23		165		161,783
0.55%, 03/04/24		560		544,068
0.70%, 09/10/24		30		28,964
0.75%, 09/11/25		25		23,628
0.75%, 01/06/26		655		617,717
1.15%, 06/12/25		45		43,356
1.20%, 06/03/26		485		461,604
1.25%, 12/13/24		5		4,885
1.25%, 09/10/26		185		175,474
1.45%, 01/10/25^(c)		100		97,906
1.95%, 01/12/27		100		97,674
2.00%, 09/10/31		275		255,115
2.45%, 01/12/32		100		95,754
2.65%, 06/12/24		157		159,006
3.25%, 03/11/24		452		463,838
3.50%, 07/19/23		249		255,227
3.63%, 09/15/31 (Call 09/15/26)^(a)		295		304,104
Truist Bank
1.50%, 03/10/25 (Call 02/10/25)		535		526,242
2.15%, 12/06/24 (Call 11/05/24)		25		25,084


Security	Par (000)		Value

Banks (continued)
2.25%, 03/11/30 (Call 12/11/29)	$	335	$	317,650
2.64%, 09/17/29 (Call 09/17/24)^(a)		315		316,244
2.75%, 05/01/23 (Call 04/01/23)		200		202,636
3.20%, 04/01/24 (Call 03/01/24)		161		165,312
3.30%, 05/15/26 (Call 04/15/26)		270		279,496
3.69%, 08/02/24 (Call 08/02/23), (3 mo. LIBOR US + 0.735%)^(a)		170		174,393
4.05%, 11/03/25 (Call 09/03/25)		50		53,137
Truist Financial Corp.
1.13%, 08/03/27 (Call 06/03/27)		584		541,824
1.20%, 08/05/25 (Call 07/03/25)		50		48,207
1.27%, 03/02/27 (Call 03/02/26), (SOFR + 0.609%)^(a)		20		19,106
1.89%, 06/07/29 (Call 06/07/28), (SOFR + 0.862%)^(a)		350		330,603
1.95%, 06/05/30 (Call 03/05/30)		30		28,074
2.85%, 10/26/24 (Call 09/26/24)		503		512,587
3.70%, 06/05/25 (Call 05/05/25)		225		235,120
3.75%, 12/06/23 (Call 11/06/23)		450		464,341
3.88%, 03/19/29 (Call 02/16/29)		190		201,461
4.00%, 05/01/25 (Call 03/01/25)		359		376,770
U.S. Bancorp.
1.38%, 07/22/30 (Call 04/22/30)		140		125,234
1.45%, 05/12/25 (Call 04/11/25)		210		205,361
2.22%, 01/27/28 (Call 01/27/27), (SOFR + 0.730%)^(a)		100		98,803
2.40%, 07/30/24 (Call 06/28/24)		170		171,916
2.49%, 11/03/36 (Call 11/03/31)^(a)		100		93,259
2.68%, 01/27/33 (Call 01/27/32), (SOFR + 1.020%)^(a)		200		196,562
3.00%, 07/30/29 (Call 04/30/29)		145		146,333
3.10%, 04/27/26 (Call 03/27/26)		343		352,741
3.38%, 02/05/24 (Call 01/05/24)		199		204,584
3.60%, 09/11/24 (Call 08/11/24)		447		463,780
3.70%, 01/30/24 (Call 12/29/23)		262		271,280
3.90%, 04/26/28 (Call 03/24/28)		262		280,319
3.95%, 11/17/25 (Call 10/17/25)		304		322,210
Series V, 2.38%, 07/22/26 (Call 06/22/26)		470		473,238
Series X, 3.15%, 04/27/27 (Call 03/27/27)		518		537,042
U.S. Bank N.A./Cincinnati OH
2.05%, 01/21/25 (Call 12/20/24)		5		5,004
2.80%, 01/27/25 (Call 12/27/24)		250		254,982
Wachovia Corp., 7.57%, 08/01/26^(d)		20		23,752
Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28)		75		80,641
Wells Fargo & Co.
0.81%, 05/19/25 (Call 05/19/24), (SOFR + 0.510%)^(a)		105		101,669
1.65%, 06/02/24 (Call 06/02/23), (SOFR + 1.600%)^(a)		467		465,828
2.16%, 02/11/26 (Call 02/11/25), (3 mo. LIBOR US + 0.750%)^(a)		791		781,619
2.19%, 04/30/26 (Call 04/30/25), (SOFR + 2.000%)^(a)		60		59,235
2.39%, 06/02/28 (Call 06/02/27), (SOFR + 2.100%)^(a)		642		627,722
2.41%, 10/30/25 (Call 10/30/24), (SOFR + 1.087%)^(a)		654		652,143
2.57%, 02/11/31 (Call 02/11/30), (SOFR + 1.262%)^(a)		645		619,110
2.88%, 10/30/30 (Call 10/30/29), (SOFR + 1.432%)^(a)		625		615,162
3.00%, 02/19/25		640		651,616
3.00%, 04/22/26		654		662,927
3.00%, 10/23/26		641		649,942
3.20%, 06/17/27 (Call 06/17/26), (3 mo. LIBOR US + 1.170%)^(a)		630		640,326
3.30%, 09/09/24		615		630,812
3.35%, 03/02/33 (Call 03/02/32), (SOFR + 1.500%)^(a)		100		101,296
3.55%, 09/29/25		628		650,928
3.58%, 05/22/28 (Call 05/22/27), (3 mo. LIBOR US + 1.310%)^(a)		554		572,038


Security	Par (000)		Value

Banks (continued)
3.75%, 01/24/24 (Call 12/22/23)	$	611	$	629,972
4.10%, 06/03/26		576		606,879
4.13%, 08/15/23		100		103,116
4.15%, 01/24/29 (Call 10/24/28)		502		534,956
4.30%, 07/22/27		584		623,426
4.48%, 01/16/24		365		381,213
4.48%, 04/04/31 (Call 04/04/30), (SOFR + 4.032%)^(a)		415		453,686
Westpac Banking Corp.
1.02%, 11/18/24		5		4,879
1.15%, 06/03/26		300		287,208
1.95%, 11/20/28		375		358,470
2.15%, 06/03/31		510		485,887
2.35%, 02/19/25		52		52,428
2.65%, 01/16/30		260		258,983
2.67%, 11/15/35 (Call 11/15/30)^(a)		50		45,256
2.70%, 08/19/26		245		249,545
2.85%, 05/13/26		485		497,760
2.89%, 02/04/30 (Call 02/04/25)^(a)		601		593,842
3.02%, 11/18/36 (Call 11/18/31)^(a)		210		195,098
3.30%, 02/26/24		400		411,832
3.35%, 03/08/27		488		510,331
3.40%, 01/25/28		212		222,297
3.65%, 05/15/23		285		292,419
4.11%, 07/24/34 (Call 07/24/29)^(a)		200		206,044


				228,790,279

Beverages — 0.5%
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc., 3.65%, 02/01/26 (Call 11/01/25)		672		702,475
Anheuser-Busch InBev Worldwide Inc.
3.50%, 06/01/30 (Call 03/01/30)		100		104,499
4.00%, 04/13/28 (Call 01/13/28)		255		271,843
4.75%, 01/23/29 (Call 10/23/28)		878		977,100
4.90%, 01/23/31 (Call 10/23/30)		155		178,061
Coca-Cola Co. (The)
1.00%, 03/15/28		145		134,168
1.38%, 03/15/31		245		219,951
1.45%, 06/01/27		290		278,777
1.65%, 06/01/30		55		50,970
1.75%, 09/06/24		255		255,097
2.00%, 03/05/31		230		217,727
2.13%, 09/06/29		370		360,868
2.90%, 05/25/27		105		108,233
3.38%, 03/25/27		208		219,051
3.45%, 03/25/30		488		516,377
Coca-Cola Consolidated Inc., 3.80%, 11/25/25 (Call 08/25/25)		220		230,987
Constellation Brands Inc.
2.25%, 08/01/31 (Call 05/01/31)		165		151,485
2.88%, 05/01/30 (Call 02/01/30)		75		73,218
3.15%, 08/01/29 (Call 05/01/29)		55		55,060
3.60%, 02/15/28 (Call 11/15/27)		235		242,142
3.70%, 12/06/26 (Call 09/06/26)		469		490,358
4.25%, 05/01/23		190		195,375
4.40%, 11/15/25 (Call 09/15/25)		205		217,316
4.65%, 11/15/28 (Call 08/15/28)		45		49,165
4.75%, 11/15/24		145		154,165
Diageo Capital PLC
2.00%, 04/29/30 (Call 01/29/30)		35		33,098
2.38%, 10/24/29 (Call 07/24/29)		25		24,443
2.63%, 04/29/23 (Call 01/29/23)		230		232,364


Security	Par (000)		Value

Beverages (continued)
3.50%, 09/18/23 (Call 08/18/23)	$	210	$	215,410
3.88%, 05/18/28 (Call 02/18/28)		200		214,912
Keurig Dr Pepper Inc.
0.75%, 03/15/24 (Call 04/07/22)		85		82,835
2.25%, 03/15/31 (Call 12/15/30)		355		333,061
2.55%, 09/15/26 (Call 06/15/26)		160		160,101
3.13%, 12/15/23 (Call 10/15/23)		189		192,839
3.20%, 05/01/30 (Call 02/01/30)		125		126,448
3.43%, 06/15/27 (Call 03/15/27)		140		145,113
4.06%, 05/25/23 (Call 04/25/23)		190		194,910
4.42%, 05/25/25 (Call 03/25/25)		205		216,845
4.60%, 05/25/28 (Call 02/25/28)		390		426,426
Molson Coors Beverage Co., 3.00%, 07/15/26 (Call 04/15/26)		515		524,224
PepsiCo Inc.
0.40%, 10/07/23		165		162,089
1.40%, 02/25/31 (Call 11/25/30)		125		113,591
1.63%, 05/01/30 (Call 02/01/30)		264		246,151
1.95%, 10/21/31 (Call 07/21/31)		110		104,108
2.25%, 03/19/25 (Call 02/19/25)		428		432,344
2.38%, 10/06/26 (Call 07/06/26)		309		313,363
2.63%, 03/19/27 (Call 01/19/27)		225		230,240
2.63%, 07/29/29 (Call 04/29/29)		265		267,981
2.75%, 04/30/25 (Call 01/30/25)		250		255,310
2.75%, 03/19/30 (Call 12/19/29)		320		324,586
2.85%, 02/24/26 (Call 11/24/25)		190		195,861
3.00%, 10/15/27 (Call 07/15/27)		208		216,293
3.50%, 07/17/25 (Call 04/17/25)		215		224,641
3.60%, 03/01/24 (Call 12/01/23)		242		250,141


				12,914,196

Biotechnology — 0.3%
Amgen Inc.
1.65%, 08/15/28 (Call 06/15/28)		440		412,012
1.90%, 02/21/25 (Call 01/21/25)		15		14,910
2.00%, 01/15/32 (Call 10/15/31)		300		274,416
2.20%, 02/21/27 (Call 12/21/26)		25		24,641
2.25%, 08/19/23 (Call 06/19/23)		91		91,781
2.30%, 02/25/31 (Call 11/25/30)		65		61,447
2.45%, 02/21/30 (Call 11/21/29)		355		342,752
2.60%, 08/19/26 (Call 05/19/26)		510		514,615
3.13%, 05/01/25 (Call 02/01/25)		373		381,516
3.20%, 11/02/27 (Call 08/02/27)		27		27,860
3.35%, 02/22/32 (Call 11/22/31)		75		76,490
3.63%, 05/22/24 (Call 02/22/24)		349		360,608
Baxalta Inc., 4.00%, 06/23/25 (Call 03/23/25)		440		459,897
Biogen Inc.
2.25%, 05/01/30 (Call 02/01/30)		470		430,229
4.05%, 09/15/25 (Call 06/15/25)		290		303,166
Bio-Rad Laboratories Inc., 3.70%, 03/15/32 (Call 12/15/31)		80		80,509
Gilead Sciences Inc.
0.75%, 09/29/23 (Call 03/18/22)		254		250,337
1.20%, 10/01/27 (Call 08/01/27)		215		200,030
1.65%, 10/01/30 (Call 07/01/30)		230		208,785
2.50%, 09/01/23 (Call 07/01/23)		43		43,471
2.95%, 03/01/27 (Call 12/01/26)		457		466,026
3.50%, 02/01/25 (Call 11/01/24)		385		398,298
3.65%, 03/01/26 (Call 12/01/25)		453		472,660
3.70%, 04/01/24 (Call 01/01/24)		594		613,222
Illumina Inc., 2.55%, 03/23/31 (Call 12/23/30)		295		278,610


Security	Par (000)		Value

Biotechnology (continued)
Regeneron Pharmaceuticals Inc., 1.75%, 09/15/30 (Call 06/15/30)	$	483	$	431,256
Royalty Pharma PLC
0.75%, 09/02/23		315		309,254
1.20%, 09/02/25 (Call 08/02/25)		90		85,397
1.75%, 09/02/27 (Call 07/02/27)		130		122,065
2.15%, 09/02/31 (Call 06/02/31)		45		40,216
2.20%, 09/02/30 (Call 06/02/30)		20		18,179


				7,794,655

Building Materials — 0.1%
Carrier Global Corp.
2.24%, 02/15/25 (Call 01/15/25)		420		419,483
2.49%, 02/15/27 (Call 12/15/26)		226		225,073
2.70%, 02/15/31 (Call 11/15/30)		10		9,669
2.72%, 02/15/30 (Call 11/15/29)		535		520,255
Eagle Materials Inc., 2.50%, 07/01/31 (Call 04/01/31)		100		93,487
Fortune Brands Home & Security Inc.
3.25%, 09/15/29 (Call 06/15/29)		135		137,005
4.00%, 09/21/23 (Call 08/21/23)		123		126,475
4.00%, 06/15/25 (Call 03/15/25)		40		41,823
Johnson Controls International PLC
3.63%, 07/02/24 (Call 04/02/24)^(d)		74		76,416
3.90%, 02/14/26 (Call 11/14/25)		101		106,391
Johnson Controls International PLC/Tyco Fire & Security Finance SCA
1.75%, 09/15/30 (Call 06/15/30)		140		128,068
2.00%, 09/16/31 (Call 06/16/31)		200		182,190
Lennox International Inc.
1.35%, 08/01/25 (Call 07/01/25)		105		101,044
3.00%, 11/15/23 (Call 09/15/23)		150		152,214
Martin Marietta Materials Inc.
2.40%, 07/15/31 (Call 04/15/31)		125		117,661
3.50%, 12/15/27 (Call 09/15/27)		319		335,205
Series CB, 2.50%, 03/15/30 (Call 12/15/29)		15		14,382
Masco Corp.
2.00%, 02/15/31 (Call 11/15/30)		260		234,806
3.50%, 11/15/27 (Call 08/15/27)		30		30,815
Owens Corning
3.88%, 06/01/30 (Call 03/01/30)		95		99,321
3.95%, 08/15/29 (Call 05/15/29)		65		68,136
4.20%, 12/01/24 (Call 09/01/24)		290		302,746
Vulcan Materials Co., 3.90%, 04/01/27 (Call 01/01/27)		135		142,252


				3,664,917

Chemicals — 0.4%
Air Products and Chemicals Inc.
1.85%, 05/15/27 (Call 03/15/27)		305		298,726
2.05%, 05/15/30 (Call 02/15/30)		282		269,513
3.35%, 07/31/24 (Call 04/30/24)		272		280,269
Albemarle Corp., 4.15%, 12/01/24 (Call 09/01/24)		105		109,401
Cabot Corp., 4.00%, 07/01/29 (Call 04/01/29)		173		182,595
Celanese U.S. Holdings LLC, 3.50%, 05/08/24 (Call 04/08/24)		240		244,855
Dow Chemical Co. (The)
2.10%, 11/15/30 (Call 08/15/30)		75		69,973
3.63%, 05/15/26 (Call 03/15/26)		25		26,110
4.80%, 11/30/28 (Call 08/30/28)		248		276,857
7.38%, 11/01/29		369		477,744
DuPont de Nemours Inc.
4.21%, 11/15/23 (Call 10/15/23)		636		658,998
4.49%, 11/15/25 (Call 09/15/25)		316		336,761


Security	Par (000)		Value

Chemicals (continued)
4.73%, 11/15/28 (Call 08/15/28)	$	420	$	465,167
Eastman Chemical Co.
3.80%, 03/15/25 (Call 12/15/24)		132		136,811
4.50%, 12/01/28 (Call 09/01/28)		170		184,258
Ecolab Inc.
1.30%, 01/30/31 (Call 10/30/30)		573		509,959
2.70%, 11/01/26 (Call 08/01/26)		180		183,319
3.25%, 12/01/27 (Call 09/01/27)		10		10,477
4.80%, 03/24/30 (Call 12/24/29)		10		11,476
EI du Pont de Nemours and Co.
1.70%, 07/15/25 (Call 06/15/25)		145		142,084
2.30%, 07/15/30 (Call 04/15/30)		289		278,966
FMC Corp.
3.20%, 10/01/26 (Call 08/01/26)		155		158,518
3.45%, 10/01/29 (Call 07/01/29)		278		280,574
4.10%, 02/01/24 (Call 11/01/23)		90		92,793
Huntsman International LLC
2.95%, 06/15/31 (Call 03/15/31)		117		112,006
4.50%, 05/01/29 (Call 02/01/29)		225		238,660
International Flavors & Fragrances Inc., 4.45%, 09/26/28 (Call 06/26/28)		25		27,121
Linde Inc./CT
1.10%, 08/10/30 (Call 05/10/30)		309		275,041
2.65%, 02/05/25 (Call 11/05/24)		5		5,088
LYB International Finance BV, 4.00%, 07/15/23		176		181,065
LYB International Finance II BV, 3.50%, 03/02/27 (Call 12/02/26)		15		15,615
LYB International Finance III LLC
1.25%, 10/01/25 (Call 09/01/25)		155		148,106
2.25%, 10/01/30 (Call 07/01/30)		245		230,185
Mosaic Co. (The)
4.05%, 11/15/27 (Call 08/15/27)		85		89,812
4.25%, 11/15/23 (Call 08/15/23)		255		263,729
NewMarket Corp., 2.70%, 03/18/31 (Call 12/18/30)		110		105,890
Nutrien Ltd.
2.95%, 05/13/30 (Call 02/13/30)		172		172,222
3.00%, 04/01/25 (Call 01/01/25)		85		86,436
4.00%, 12/15/26 (Call 09/15/26)		80		85,212
4.20%, 04/01/29 (Call 01/01/29)		155		168,039
PPG Industries Inc.
1.20%, 03/15/26 (Call 02/15/26)		250		238,657
2.55%, 06/15/30 (Call 03/15/30)		102		99,501
2.80%, 08/15/29 (Call 05/15/29)		10		9,987
3.20%, 03/15/23 (Call 02/15/23)		135		137,321
3.75%, 03/15/28 (Call 12/15/27)		40		42,955
RPM International Inc.
2.95%, 01/15/32 (Call 10/15/31)		85		82,862
3.75%, 03/15/27 (Call 12/15/26)		64		67,370
4.55%, 03/01/29 (Call 12/01/28)		197		213,814
Sherwin-Williams Co. (The)
2.30%, 05/15/30 (Call 02/15/30)		145		137,647
2.95%, 08/15/29 (Call 05/15/29)		60		60,170
3.13%, 06/01/24 (Call 04/01/24)		205		209,674
3.45%, 06/01/27 (Call 03/01/27)		405		421,390
3.95%, 01/15/26 (Call 10/15/25)		15		15,876
Westlake Chemical Corp.
0.88%, 08/15/24 (Call 08/15/22)		25		24,275
3.60%, 08/15/26 (Call 05/15/26)		254		263,980
Westlake Corp, 3.38%, 06/15/30 (Call 03/15/30)		35		35,469


				9,951,379


Security	Par (000)		Value

Commercial Services — 0.3%
Automatic Data Processing Inc.
1.25%, 09/01/30 (Call 06/01/30)	$	265	$	238,476
1.70%, 05/15/28 (Call 03/15/28)		150		144,604
3.38%, 09/15/25 (Call 06/15/25)		364		379,961
Block Financial LLC
2.50%, 07/15/28 (Call 05/15/28)		90		85,924
3.88%, 08/15/30 (Call 05/15/30)		65		65,879
5.25%, 10/01/25 (Call 07/01/25)		135		145,612
Cintas Corp. No. 2, 3.70%, 04/01/27 (Call 01/01/27)		370		390,683
Emory University, Series 2020, 2.14%, 09/01/30 (Call 06/01/30)		10		9,776
Equifax Inc.
2.35%, 09/15/31 (Call 06/15/31)		315		289,639
2.60%, 12/01/24 (Call 11/01/24)		20		20,151
2.60%, 12/15/25 (Call 11/15/25)		59		59,068
3.10%, 05/15/30 (Call 02/15/30)		30		29,717
3.95%, 06/15/23 (Call 05/15/23)		280		286,818
Global Payments Inc.
1.20%, 03/01/26 (Call 02/01/26)		10		9,441
2.15%, 01/15/27 (Call 12/15/26)		190		183,701
2.65%, 02/15/25 (Call 01/15/25)		79		79,364
2.90%, 05/15/30 (Call 02/15/30)		355		341,659
2.90%, 11/15/31 (Call 08/15/31)		155		147,672
3.20%, 08/15/29 (Call 05/15/29)		242		239,215
3.75%, 06/01/23 (Call 03/01/23)		22		22,404
4.00%, 06/01/23 (Call 05/01/23)		236		241,815
4.45%, 06/01/28 (Call 03/01/28)		65		69,629
4.80%, 04/01/26 (Call 01/01/26)		78		83,731
GXO Logistics Inc.
1.65%, 07/15/26 (Call 06/15/26)^(b)		180		171,770
2.65%, 07/15/31 (Call 04/15/31)^(b)		65		60,308
J Paul Getty Trust (The), Series 2021, 0.39%, 01/01/24 (Call 10/01/23)		70		68,520
Moody’s Corp.
2.00%, 08/19/31 (Call 05/19/31)		135		123,995
3.25%, 01/15/28 (Call 10/15/27)		157		162,844
3.75%, 03/24/25 (Call 02/24/25)		35		36,509
4.25%, 02/01/29 (Call 11/01/28)		55		59,535
4.88%, 02/15/24 (Call 11/15/23)		286		299,920
PayPal Holdings Inc.
1.35%, 06/01/23		5		4,989
1.65%, 06/01/25 (Call 05/01/25)		379		371,439
2.30%, 06/01/30 (Call 03/01/30)		240		228,828
2.40%, 10/01/24 (Call 09/01/24)		180		181,564
2.65%, 10/01/26 (Call 08/01/26)		135		136,419
2.85%, 10/01/29 (Call 07/01/29)		291		290,025
Quanta Services Inc.
0.95%, 10/01/24 (Call 10/01/22)		10		9,640
2.35%, 01/15/32 (Call 10/15/31)		50		45,305
2.90%, 10/01/30 (Call 07/01/30)		105		100,686
RELX Capital Inc.
3.00%, 05/22/30 (Call 02/22/30)		65		65,051
3.50%, 03/16/23 (Call 02/16/23)		297		302,046
4.00%, 03/18/29 (Call 12/18/28)		305		325,045
S&P Global Inc.
1.25%, 08/15/30 (Call 05/15/30)		165		146,639
2.50%, 12/01/29 (Call 09/01/29)		214		210,037
2.95%, 01/22/27 (Call 10/22/26)		259		266,125
4.00%, 06/15/25 (Call 03/15/25)		75		78,997


Security	Par (000)		Value

Commercial Services (continued)
Verisk Analytics Inc.
4.00%, 06/15/25 (Call 03/15/25)	$	345	$	358,893
4.13%, 03/15/29 (Call 12/15/28)		165		175,918
Yale University, Series 2020, 1.48%, 04/15/30 (Call 01/15/30)		110		101,536


				7,947,522

Computers — 0.8%
Amdocs Ltd., 2.54%, 06/15/30 (Call 03/15/30)		105		98,986
Apple Inc.
0.55%, 08/20/25 (Call 07/20/25)		995		947,071
0.70%, 02/08/26 (Call 01/08/26)		260		248,492
0.75%, 05/11/23		252		250,359
1.13%, 05/11/25 (Call 04/11/25)		365		356,452
1.25%, 08/20/30 (Call 05/20/30)		370		333,485
1.40%, 08/05/28 (Call 06/05/28)		125		117,997
1.65%, 05/11/30 (Call 02/11/30)		500		467,570
1.65%, 02/08/31 (Call 11/08/30)		310		287,730
1.70%, 08/05/31 (Call 05/05/31)		155		143,728
2.05%, 09/11/26 (Call 07/11/26)		100		99,818
2.20%, 09/11/29 (Call 06/11/29)		289		283,604
2.40%, 05/03/23		722		730,881
2.45%, 08/04/26 (Call 05/04/26)		388		394,088
2.50%, 02/09/25		560		569,940
2.75%, 01/13/25 (Call 11/13/24)		396		405,698
2.85%, 05/11/24 (Call 03/11/24)		263		268,868
2.90%, 09/12/27 (Call 06/12/27)		311		320,713
3.00%, 02/09/24 (Call 12/09/23)		366		375,161
3.00%, 11/13/27 (Call 08/13/27)		405		420,831
3.20%, 05/13/25		190		197,125
3.20%, 05/11/27 (Call 02/11/27)		755		791,074
3.25%, 02/23/26 (Call 11/23/25)		689		719,130
3.35%, 02/09/27 (Call 11/09/26)		532		560,558
3.45%, 05/06/24		513		531,519
CGI Inc.
1.45%, 09/14/26 (Call 08/14/26)^(b)		120		114,158
2.30%, 09/14/31 (Call 06/14/31)^(b)		110		101,600
Dell Inc., 7.10%, 04/15/28		255		297,644
Dell International LLC/EMC Corp.
4.00%, 07/15/24 (Call 06/15/24)		243		252,149
4.90%, 10/01/26 (Call 08/01/26)		387		419,446
5.30%, 10/01/29 (Call 07/01/29)		352		394,022
5.85%, 07/15/25 (Call 06/15/25)		75		82,431
6.02%, 06/15/26 (Call 03/15/26)		818		914,859
6.10%, 07/15/27 (Call 05/15/27)		80		92,166
6.20%, 07/15/30 (Call 04/15/30)		210		248,653
DXC Technology Co.
1.80%, 09/15/26 (Call 08/15/26)		200		190,878
2.38%, 09/15/28 (Call 07/15/28)		200		189,946
Fortinet Inc.
1.00%, 03/15/26 (Call 02/15/26)		170		159,426
2.20%, 03/15/31 (Call 12/15/30)		125		114,990
Genpact Luxembourg Sarl, 3.38%, 12/01/24 (Call 11/01/24).		10		10,271
Hewlett Packard Enterprise Co.
1.45%, 04/01/24 (Call 03/01/24)		30		29,534
1.75%, 04/01/26 (Call 03/01/26)		145		139,990
2.25%, 04/01/23 (Call 03/01/23)		25		25,151
4.45%, 10/02/23 (Call 09/02/23)		370		383,812
4.90%, 10/15/25 (Call 07/15/25)		476		511,195
HP Inc.
1.45%, 06/17/26 (Call 05/17/26)		320		303,517


Security	Par (000)		Value

Computers (continued)
2.20%, 06/17/25 (Call 05/17/25)	$	205	$	203,702
2.65%, 06/17/31 (Call 03/17/31)		115		107,930
3.00%, 06/17/27 (Call 04/17/27)		75		75,646
3.40%, 06/17/30 (Call 03/17/30)		270		272,495
International Business Machines Corp.
1.70%, 05/15/27 (Call 03/15/27)		265		254,790
1.95%, 05/15/30 (Call 02/15/30)		205		192,481
3.00%, 05/15/24		508		519,882
3.30%, 05/15/26		635		660,997
3.38%, 08/01/23		240		246,002
3.45%, 02/19/26		330		344,269
3.50%, 05/15/29		510		534,031
3.63%, 02/12/24		378		390,992
6.50%, 01/15/28		45		54,482
7.00%, 10/30/25		116		134,673
Kyndryl Holdings Inc.
2.05%, 10/15/26 (Call 09/15/26)^(b)		20		18,870
2.70%, 10/15/28 (Call 08/15/28)^(b)		70		64,749
3.15%, 10/15/31 (Call 07/15/31)^(b)		20		18,161
Leidos Inc.
2.30%, 02/15/31 (Call 11/15/30)		250		227,977
3.63%, 05/15/25 (Call 04/15/25)		45		46,404
4.38%, 05/15/30 (Call 02/15/30)		120		127,469
NetApp Inc.
1.88%, 06/22/25 (Call 05/22/25)		35		34,309
2.38%, 06/22/27 (Call 04/22/27)		375		370,725
2.70%, 06/22/30 (Call 03/22/30)		40		38,719
3.30%, 09/29/24 (Call 07/29/24)		209		213,962
Western Digital Corp.
2.85%, 02/01/29 (Call 12/01/28)		55		52,384
4.75%, 02/15/26 (Call 11/15/25)		515		535,023


				20,637,840

Cosmetics & Personal Care — 0.2%
Colgate-Palmolive Co., 2.10%, 05/01/23		22		22,150
Estee Lauder Companies Inc. (The)
1.95%, 03/15/31 (Call 12/15/30)		250		235,123
2.00%, 12/01/24 (Call 11/01/24)		205		205,910
2.38%, 12/01/29 (Call 09/01/29)		120		117,868
2.60%, 04/15/30 (Call 01/15/30)		20		19,871
3.15%, 03/15/27 (Call 12/15/26)		240		249,545
Procter & Gamble Co. (The)
0.55%, 10/29/25		325		309,085
1.00%, 04/23/26		60		57,597
1.20%, 10/29/30		350		317,205
1.95%, 04/23/31		100		96,167
2.45%, 11/03/26		280		285,076
2.70%, 02/02/26		262		269,899
2.80%, 03/25/27		40		41,224
2.85%, 08/11/27		366		378,942
3.00%, 03/25/30		224		233,460
3.10%, 08/15/23		48		49,139
Unilever Capital Corp.
0.63%, 08/12/24 (Call 08/12/22)		20		19,338
1.38%, 09/14/30 (Call 06/14/30)		455		407,202
1.75%, 08/12/31 (Call 05/12/31)		100		91,783
2.00%, 07/28/26		275		272,431
2.60%, 05/05/24 (Call 03/05/24)		230		232,758
2.90%, 05/05/27 (Call 02/05/27)		250		255,542
3.25%, 03/07/24 (Call 02/07/24)		240		245,755
3.38%, 03/22/25 (Call 01/22/25)		30		31,006


Security	Par (000)		Value

Cosmetics & Personal Care (continued)
3.50%, 03/22/28 (Call 12/22/27)	$	50	$	52,723


				4,496,799

Distribution & Wholesale — 0.0%
WW Grainger Inc., 1.85%, 02/15/25 (Call 01/15/25)		175		173,582


Diversified Financial Services — 1.4%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
1.15%, 10/29/23		400		390,992
1.65%, 10/29/24 (Call 09/29/24)		655		635,887
1.75%, 01/30/26 (Call 12/30/25)		30		28,461
2.45%, 10/29/26 (Call 09/29/26)		610		587,839
2.88%, 08/14/24 (Call 07/14/24)		495		496,525
3.00%, 10/29/28 (Call 08/29/28)		650		625,969
3.15%, 02/15/24 (Call 01/15/24)		5		5,051
3.30%, 01/30/32 (Call 10/30/31)		480		455,347
3.50%, 01/15/25 (Call 11/15/24)		15		15,240
3.65%, 07/21/27 (Call 04/21/27)		5		5,083
3.88%, 01/23/28 (Call 10/23/27)		280		284,595
4.13%, 07/03/23 (Call 06/03/23)		345		352,707
4.45%, 10/01/25 (Call 08/01/25)		165		171,732
4.45%, 04/03/26 (Call 02/03/26)		5		5,213
4.50%, 09/15/23 (Call 08/15/23)		10		10,316
4.63%, 10/15/27 (Call 08/15/27)		50		53,139
4.88%, 01/16/24 (Call 12/16/23)		5		5,200
6.50%, 07/15/25 (Call 06/15/25)		415		457,475
Series 3NC1, 1.75%, 10/29/24 (Call 10/29/22)		200		194,330
Affiliated Managers Group Inc.
3.50%, 08/01/25		205		212,200
4.25%, 02/15/24		155		161,502
Air Lease Corp.
1.88%, 08/15/26 (Call 07/15/26)		40		38,028
2.10%, 09/01/28 (Call 07/01/28)		130		119,713
2.30%, 02/01/25 (Call 01/01/25)		180		178,009
2.88%, 01/15/26 (Call 12/15/25)		90		89,773
3.00%, 09/15/23 (Call 07/15/23)		223		225,415
3.00%, 02/01/30 (Call 11/01/29)		145		138,487
3.13%, 12/01/30 (Call 09/01/30)		10		9,600
3.25%, 03/01/25 (Call 01/01/25)		205		206,874
3.25%, 10/01/29 (Call 07/01/29)		270		263,968
3.63%, 04/01/27 (Call 01/01/27)		160		163,171
3.63%, 12/01/27 (Call 09/01/27)		380		385,711
3.88%, 07/03/23 (Call 06/03/23)		275		280,679
4.25%, 02/01/24 (Call 01/01/24)		10		10,330
4.25%, 09/15/24 (Call 06/15/24)		241		249,647
4.63%, 10/01/28 (Call 07/01/28)		140		148,068
Aircastle Ltd.
4.13%, 05/01/24 (Call 02/01/24)		60		61,399
4.25%, 06/15/26 (Call 04/15/26)		215		221,306
4.40%, 09/25/23 (Call 08/25/23)		219		224,497
5.00%, 04/01/23		100		102,938
Ally Financial Inc.
1.45%, 10/02/23 (Call 09/02/23)		320		316,186
2.20%, 11/02/28 (Call 09/02/28)		105		98,465
3.05%, 06/05/23 (Call 05/05/23)		25		25,294
3.88%, 05/21/24 (Call 04/21/24)		375		386,914
4.63%, 03/30/25		175		184,268
5.80%, 05/01/25 (Call 04/01/25)		169		182,954
8.00%, 11/01/31		410		539,687
American Express Co.
0.75%, 11/03/23		25		24,617


Security	Par (000)		Value

Diversified Financial Services (continued)
1.65%, 11/04/26 (Call 10/04/26)	$	90	$	87,114
2.50%, 07/30/24 (Call 06/30/24)		581		587,920
3.00%, 10/30/24 (Call 09/29/24)		327		334,423
3.13%, 05/20/26 (Call 04/20/26)		315		323,568
3.30%, 05/03/27 (Call 04/03/27)^(b)		240		247,651
3.40%, 02/22/24 (Call 01/22/24)		189		194,313
3.63%, 12/05/24 (Call 11/04/24)		230		238,096
3.70%, 08/03/23 (Call 07/03/23)		442		453,868
4.20%, 11/06/25 (Call 10/06/25)		283		301,070
American Express Credit Corp., 3.30%, 05/03/27 (Call 04/03/27)		10		10,377
Ameriprise Financial Inc.
2.88%, 09/15/26 (Call 06/15/26)		297		304,134
3.00%, 04/02/25 (Call 03/02/25)		25		25,450
3.70%, 10/15/24		5		5,209
4.00%, 10/15/23		310		320,388
Andrew W Mellon Foundation (The), Series 2020, 0.95%, 08/01/27 (Call 06/01/27)		20		18,730
BGC Partners Inc.
3.75%, 10/01/24 (Call 09/01/24)		49		49,916
5.38%, 07/24/23		185		191,740
Brookfield Finance I UK PLC, 2.34%, 01/30/32 (Call 10/30/31)		100		91,855
Brookfield Finance Inc.
2.72%, 04/15/31 (Call 01/15/31)		200		191,116
3.90%, 01/25/28 (Call 10/25/27)		260		273,073
4.00%, 04/01/24 (Call 02/01/24)		103		106,511
4.25%, 06/02/26 (Call 03/02/26)		110		117,352
4.35%, 04/15/30 (Call 01/15/30)		74		79,571
4.85%, 03/29/29 (Call 12/29/28)		285		314,044
Capital One Bank USA N.A., 2.28%, 01/28/26 (Call 01/28/25), (SOFR + 0.911%)^(a)		60		59,645
Capital One Financial Corp.
1.34%, 12/06/24 (Call 12/06/23), (SOFR + 0.690%)^(a)		20		19,714
1.88%, 11/02/27 (Call 11/02/26), (SOFR + 0.855%)^(a)		150		143,806
2.36%, 07/29/32 (Call 07/29/31), (SOFR + 1.337%)^(a)		100		89,641
2.60%, 05/11/23 (Call 04/11/23)		425		429,046
2.62%, 11/02/32 (Call 11/02/31), (SOFR + 1.265%)^(a)		100		93,624
3.20%, 02/05/25 (Call 01/05/25)		325		331,997
3.30%, 10/30/24 (Call 09/30/24)		265		271,368
3.50%, 06/15/23		360		367,715
3.65%, 05/11/27 (Call 04/11/27)		261		270,654
3.75%, 04/24/24 (Call 03/24/24)		265		273,583
3.75%, 07/28/26 (Call 06/28/26)		304		315,835
3.75%, 03/09/27 (Call 02/09/27)		345		360,528
3.80%, 01/31/28 (Call 12/31/27)		340		354,552
3.90%, 01/29/24 (Call 12/29/23)		200		206,272
4.20%, 10/29/25 (Call 09/29/25)		265		278,298
4.25%, 04/30/25 (Call 03/31/25)		340		357,670
Cboe Global Markets Inc.
1.63%, 12/15/30 (Call 09/15/30)		505		455,379
3.65%, 01/12/27 (Call 10/12/26)		25		26,249
Charles Schwab Corp. (The)
0.90%, 03/11/26 (Call 02/11/26)		250		236,987
1.15%, 05/13/26 (Call 04/13/26)		120		115,187
1.65%, 03/11/31 (Call 12/11/30)		220		199,762
1.95%, 12/01/31 (Call 09/01/31)		100		92,340
2.00%, 03/20/28 (Call 01/20/28)		210		203,952
2.30%, 05/13/31 (Call 02/13/31)		245		234,565
2.75%, 10/01/29 (Call 07/01/29)		21		20,965
3.00%, 03/10/25 (Call 12/10/24)		95		97,295


Security	Par (000)		Value

Diversified Financial Services (continued)
3.20%, 03/02/27 (Call 12/02/26)	$	199	$	206,405
3.20%, 01/25/28 (Call 10/25/27)		275		286,242
3.25%, 05/22/29 (Call 02/22/29)		20		20,590
3.30%, 04/01/27 (Call 01/01/27)		231		240,776
3.45%, 02/13/26 (Call 11/13/25)		25		26,111
3.55%, 02/01/24 (Call 01/01/24)		145		149,550
3.75%, 04/01/24 (Call 03/02/24)		215		222,581
3.85%, 05/21/25 (Call 03/21/25)		260		273,153
4.00%, 02/01/29 (Call 11/01/28)		50		53,948
4.20%, 03/24/25 (Call 02/24/25)		15		15,915
4.63%, 03/22/30 (Call 12/22/29)		250		283,555
CI Financial Corp., 3.20%, 12/17/30 (Call 09/17/30)		10		9,396
CME Group Inc.
3.00%, 03/15/25 (Call 12/15/24)		350		359,352
3.75%, 06/15/28 (Call 03/15/28)		113		120,995
Discover Financial Services
3.75%, 03/04/25 (Call 12/04/24)		30		31,074
4.10%, 02/09/27 (Call 11/09/26)		59		61,855
4.50%, 01/30/26 (Call 11/30/25)		83		88,335
Eaton Vance Corp., 3.50%, 04/06/27 (Call 01/06/27)		155		160,552
Franklin Resources Inc.
2.85%, 03/30/25		160		163,162
2.94%, 10/30/30 (Call 07/30/30)		40		35,797
Intercontinental Exchange Inc.
2.10%, 06/15/30 (Call 03/15/30)		300		283,176
3.10%, 09/15/27 (Call 06/15/27)		180		184,831
3.45%, 09/21/23 (Call 08/21/23)		253		259,292
3.75%, 12/01/25 (Call 09/01/25)		562		589,813
3.75%, 09/21/28 (Call 06/21/28)		35		37,116
4.00%, 10/15/23		303		313,614
Invesco Finance PLC
3.75%, 01/15/26		90		94,300
4.00%, 01/30/24		180		185,760
Janus Henderson US Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25)		130		138,646
Jefferies Group LLC, 6.45%, 06/08/27		25		29,295
Jefferies Group LLC/Jefferies Group Capital Finance Inc.
2.63%, 10/15/31 (Call 07/15/31)		190		176,656
4.15%, 01/23/30		200		210,180
4.85%, 01/15/27		270		294,208
Lazard Group LLC
3.63%, 03/01/27 (Call 12/01/26)		20		20,687
3.75%, 02/13/25		225		233,352
4.38%, 03/11/29 (Call 12/11/28)		140		148,365
4.50%, 09/19/28 (Call 06/19/28)		180		193,154
Legg Mason Inc., 4.75%, 03/15/26		93		101,192
Mastercard Inc.
1.90%, 03/15/31 (Call 12/15/30)		165		156,993
2.00%, 03/03/25 (Call 02/03/25)		92		92,258
2.00%, 11/18/31 (Call 08/18/31)		200		189,158
2.95%, 11/21/26 (Call 08/21/26)		353		366,213
2.95%, 06/01/29 (Call 03/01/29)		85		87,349
3.30%, 03/26/27 (Call 01/26/27)		160		168,154
3.35%, 03/26/30 (Call 12/26/29)		337		353,574
3.38%, 04/01/24		278		287,477
3.50%, 02/26/28 (Call 11/26/27)		185		196,929
Morgan Stanley Domestic Holdings Inc.
3.80%, 08/24/27 (Call 05/24/27)		81		84,706
4.50%, 06/20/28 (Call 03/20/28)		245		264,585


Security	Par (000)		Value

Diversified Financial Services (continued)
Nasdaq Inc.
1.65%, 01/15/31 (Call 10/15/30)	$	420	$	370,574
3.85%, 06/30/26 (Call 03/30/26)		185		193,736
Nomura Holdings Inc.
1.65%, 07/14/26		225		213,745
1.85%, 07/16/25		442		430,079
2.17%, 07/14/28		220		206,842
2.33%, 01/22/27		200		193,132
2.65%, 01/16/25		425		426,339
2.71%, 01/22/29		200		192,848
3.00%, 01/22/32		200		192,604
3.10%, 01/16/30		240		235,956
ORIX Corp.
3.25%, 12/04/24		345		353,239
3.70%, 07/18/27		50		52,409
4.05%, 01/16/24		275		284,914
Private Export Funding Corp., 1.75%, 11/15/24		25		24,858
Raymond James Financial Inc., 4.65%, 04/01/30 (Call 01/01/30)		95		104,504
Stifel Financial Corp.
4.00%, 05/15/30 (Call 02/15/30)		10		10,508
4.25%, 07/18/24		243		253,060
Synchrony Financial
2.88%, 10/28/31 (Call 07/28/31)		135		125,438
3.70%, 08/04/26 (Call 05/04/26)		114		116,153
3.95%, 12/01/27 (Call 09/01/27)		355		366,200
4.25%, 08/15/24 (Call 05/15/24)		330		341,464
4.38%, 03/19/24 (Call 02/19/24)		333		344,508
4.50%, 07/23/25 (Call 04/23/25)		190		199,261
5.15%, 03/19/29 (Call 12/19/28)		75		82,031
Visa Inc.
0.75%, 08/15/27 (Call 06/15/27)		80		74,113
1.10%, 02/15/31 (Call 11/15/30)		305		270,242
1.90%, 04/15/27 (Call 02/15/27)		115		113,286
2.05%, 04/15/30 (Call 01/15/30)		159		153,438
2.75%, 09/15/27 (Call 06/15/27)		261		267,828
3.15%, 12/14/25 (Call 09/14/25)		844		874,713
Western Union Co. (The)
1.35%, 03/15/26 (Call 02/15/26)		305		291,065
2.75%, 03/15/31 (Call 12/15/30)		250		238,312


				36,952,695

Electric — 1.7%
AEP Texas Inc.
3.95%, 06/01/28 (Call 03/01/28)		65		68,487
Series I, 2.10%, 07/01/30 (Call 04/01/30)		112		103,410
AEP Transmission Co. LLC, 3.10%, 12/01/26 (Call 09/01/26)		20		20,506
AES Corp. (The), 1.38%, 01/15/26 (Call 12/15/25)		30		28,483
Alabama Power Co.
Series 13-A, 3.55%, 12/01/23		40		41,123
Series 20-A, 1.45%, 09/15/30 (Call 06/15/30)		260		232,302
Ameren Corp.
1.75%, 03/15/28 (Call 01/15/28)		45		42,142
1.95%, 03/15/27 (Call 02/15/27)		90		86,952
2.50%, 09/15/24 (Call 08/15/24)		63		63,139
3.65%, 02/15/26 (Call 11/15/25)		140		145,726
Ameren Illinois Co.
3.25%, 03/01/25 (Call 12/01/24)		46		47,262
3.80%, 05/15/28 (Call 02/15/28)		15		15,999


Security	Par (000)		Value

Electric (continued)
American Electric Power Co. Inc.
2.03%, 03/15/24	$	80	$	79,796
2.30%, 03/01/30 (Call 12/01/29)		173		162,466
Series J, 4.30%, 12/01/28 (Call 09/01/28)		359		385,354
Series M, 0.75%, 11/01/23 (Call 04/07/22)		52		50,926
Arizona Public Service Co.
2.20%, 12/15/31 (Call 09/15/31)		305		278,017
2.60%, 08/15/29 (Call 05/15/29)		25		24,289
2.95%, 09/15/27 (Call 06/15/27)		65		65,798
3.15%, 05/15/25 (Call 02/15/25)		40		40,770
Atlantic City Electric Co.
2.30%, 03/15/31 (Call 12/15/30)		20		19,246
4.00%, 10/15/28 (Call 07/15/28)		70		74,081
Avangrid Inc.
3.15%, 12/01/24 (Call 10/01/24)		278		283,510
3.20%, 04/15/25 (Call 03/15/25)		20		20,459
3.80%, 06/01/29 (Call 03/01/29)		176		183,924
Baltimore Gas & Electric Co.
2.25%, 06/15/31 (Call 03/15/31)		165		156,862
3.35%, 07/01/23 (Call 04/01/23)		165		167,932
Berkshire Hathaway Energy Co.
1.65%, 05/15/31 (Call 02/15/31)		270		243,132
3.25%, 04/15/28 (Call 01/15/28)		45		46,605
3.50%, 02/01/25 (Call 11/01/24)		70		72,481
3.70%, 07/15/30 (Call 04/15/30)		15		15,857
3.75%, 11/15/23 (Call 08/15/23)		51		52,552
4.05%, 04/15/25 (Call 03/15/25)		43		45,437
Black Hills Corp.
2.50%, 06/15/30 (Call 03/15/30)		105		98,880
3.05%, 10/15/29 (Call 07/15/29)		192		190,451
4.25%, 11/30/23 (Call 08/30/23)		240		248,174
CenterPoint Energy Houston Electric LLC, Series AA, 3.00%, 02/01/27 (Call 11/01/26)		105		107,567
CenterPoint Energy Inc.
1.45%, 06/01/26 (Call 05/01/26)		80		76,899
2.50%, 09/01/24 (Call 08/01/24)		81		81,391
2.65%, 06/01/31 (Call 03/01/31)		85		81,382
2.95%, 03/01/30 (Call 12/01/29)		20		19,768
4.25%, 11/01/28 (Call 08/01/28)		135		144,392
Cleco Corporate Holdings LLC, 3.74%, 05/01/26 (Call 02/01/26)		125		130,039
CMS Energy Corp.
3.00%, 05/15/26 (Call 02/15/26)		30		30,507
3.45%, 08/15/27 (Call 05/15/27)		25		25,975
Commonwealth Edison Co.
2.20%, 03/01/30 (Call 12/01/29)		15		14,331
2.55%, 06/15/26 (Call 03/15/26)		80		80,780
3.70%, 08/15/28 (Call 05/15/28)		170		179,258
Series 122, 2.95%, 08/15/27 (Call 05/15/27)		155		157,847
Connecticut Light & Power Co. (The)
Series A, 2.05%, 07/01/31 (Call 04/01/31)		100		93,534
Series A, 3.20%, 03/15/27 (Call 12/15/26)		10		10,308
Consolidated Edison Co. of New York Inc.
2.40%, 06/15/31 (Call 03/15/31)		120		114,384
3.80%, 05/15/28 (Call 02/15/28)		175		185,332
Series 20A, 3.35%, 04/01/30 (Call 01/01/30)		80		82,130
Series B, 3.13%, 11/15/27 (Call 08/15/27)		60		61,265
Series D, 4.00%, 12/01/28 (Call 09/01/28)		176		188,744
Consolidated Edison Inc., Series A, 0.65%, 12/01/23 (Call 04/07/22)		95		93,033


Security	Par (000)		Value

Electric (continued)
Constellation Energy Generation LLC, 3.25%, 06/01/25 (Call 05/01/25)	$	85	$	86,851
Consumers Energy Co.
3.38%, 08/15/23 (Call 05/15/23)		220		224,510
3.80%, 11/15/28 (Call 08/15/28)		288		307,921
Delmarva Power & Light Co., 3.50%, 11/15/23 (Call 08/15/23)		95		97,387
Dominion Energy Inc.
3.07%, 08/15/24^(d)		15		15,284
3.90%, 10/01/25 (Call 07/01/25)		204		213,107
4.25%, 06/01/28 (Call 03/01/28)		254		272,118
Series A, 3.30%, 03/15/25 (Call 02/15/25)		5		5,113
Series C, 2.25%, 08/15/31 (Call 05/15/31)		65		60,211
Series C, 3.38%, 04/01/30 (Call 01/01/30)		60		60,868
Series D, 2.85%, 08/15/26 (Call 05/15/26)		229		231,853
Dominion Energy South Carolina Inc., Series A, 2.30%, 12/01/31 (Call 09/01/31)		10		9,539
DTE Electric Co.
Series A, 1.90%, 04/01/28 (Call 02/01/28)		210		201,818
Series A, 3.00%, 03/01/32 (Call 12/01/31)		70		71,052
DTE Energy Co.
2.85%, 10/01/26 (Call 07/01/26)		205		207,015
2.95%, 03/01/30 (Call 12/01/29)		50		49,138
Series C, 3.40%, 06/15/29 (Call 03/15/29)		214		218,682
Series F, 1.05%, 06/01/25 (Call 05/01/25)		315		301,108
Duke Energy Carolinas LLC
2.45%, 08/15/29 (Call 05/15/29)		165		161,436
2.45%, 02/01/30 (Call 11/01/29)		270		261,873
2.50%, 03/15/23 (Call 01/15/23)		125		126,181
2.55%, 04/15/31 (Call 01/15/31)		215		209,232
2.95%, 12/01/26 (Call 09/01/26)		55		56,818
3.05%, 03/15/23 (Call 02/15/23)		167		169,246
3.95%, 11/15/28 (Call 08/15/28)		115		123,745
Series A, 6.00%, 12/01/28		25		29,567
Duke Energy Corp.
0.90%, 09/15/25 (Call 08/15/25)		277		262,937
2.45%, 06/01/30 (Call 03/01/30)		200		189,236
2.55%, 06/15/31 (Call 03/15/31)		350		328,051
2.65%, 09/01/26 (Call 06/01/26)		235		236,297
3.15%, 08/15/27 (Call 05/15/27)		175		178,741
3.40%, 06/15/29 (Call 03/15/29)		175		178,150
3.75%, 04/15/24 (Call 01/15/24)		220		227,099
3.95%, 10/15/23 (Call 07/15/23)		40		41,070
Duke Energy Florida LLC
1.75%, 06/15/30 (Call 03/15/30)		30		27,571
2.40%, 12/15/31 (Call 09/15/31)		445		426,346
2.50%, 12/01/29 (Call 09/01/29)		115		112,571
3.80%, 07/15/28 (Call 04/15/28)		185		195,473
Duke Energy Florida Project Finance LLC, Series 2026, 2.54%, 09/01/31		5		5,023
Duke Energy Ohio Inc.
2.13%, 06/01/30 (Call 03/01/30)		200		187,628
3.65%, 02/01/29 (Call 11/01/28)		50		52,196
Duke Energy Progress LLC
2.00%, 08/15/31 (Call 05/15/31)		100		93,142
3.38%, 09/01/23 (Call 08/01/23)		20		20,483
3.45%, 03/15/29 (Call 12/15/28)		166		172,172
3.70%, 09/01/28 (Call 06/01/28)		120		126,665
Edison International
2.95%, 03/15/23 (Call 01/15/23)		125		125,899
3.55%, 11/15/24 (Call 10/15/24)		152		155,520


Security	Par (000)		Value

Electric (continued)
4.13%, 03/15/28 (Call 12/15/27)	$	142	$	146,182
4.95%, 04/15/25 (Call 03/15/25)		60		63,505
5.75%, 06/15/27 (Call 04/15/27)		167		185,407
Emera U.S. Finance LP
2.64%, 06/15/31 (Call 03/15/31)		120		112,096
3.55%, 06/15/26 (Call 03/15/26)		250		257,990
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26)		50		51,512
Enel Chile SA, 4.88%, 06/12/28 (Call 03/12/28)		150		160,008
Entergy Arkansas LLC
3.50%, 04/01/26 (Call 01/01/26)		140		145,512
3.70%, 06/01/24 (Call 03/01/24)		127		131,060
4.00%, 06/01/28 (Call 03/01/28)		10		10,614
Entergy Corp.
0.90%, 09/15/25 (Call 08/15/25)		15		14,185
1.90%, 06/15/28 (Call 04/15/28)		10		9,376
2.40%, 06/15/31 (Call 03/05/31)		220		204,021
2.80%, 06/15/30 (Call 03/15/30)		180		174,173
2.95%, 09/01/26 (Call 06/01/26)		312		315,981
Entergy Louisiana LLC
0.62%, 11/17/23 (Call 04/07/22)		210		206,041
1.60%, 12/15/30 (Call 09/15/30)		160		143,904
2.40%, 10/01/26 (Call 07/01/26)		5		4,961
3.05%, 06/01/31 (Call 03/01/31)		20		20,104
3.25%, 04/01/28 (Call 01/01/28)		200		205,190
Entergy Mississippi LLC, 2.85%, 06/01/28 (Call 03/01/28)		60		60,149
Entergy Texas Inc.
1.75%, 03/15/31 (Call 12/15/30)		50		45,078
4.00%, 03/30/29 (Call 12/30/28)		183		195,051
Evergy Inc.
2.45%, 09/15/24 (Call 08/15/24)		304		303,720
2.90%, 09/15/29 (Call 06/15/29)		215		212,332
Evergy Kansas Central Inc.
2.55%, 07/01/26 (Call 04/01/26)		70		70,594
3.10%, 04/01/27 (Call 01/01/27)		160		164,758
Evergy Metro Inc., 3.65%, 08/15/25 (Call 05/15/25)		175		181,750
Eversource Energy
2.80%, 05/01/23 (Call 02/01/23)		75		75,676
2.90%, 03/01/27 (Call 02/01/27)		80		80,530
3.38%, 03/01/32 (Call 12/01/31)		80		81,035
Series H, 3.15%, 01/15/25 (Call 10/15/24)		165		168,211
Series L, 2.90%, 10/01/24 (Call 08/01/24)		165		167,427
Series M, 3.30%, 01/15/28 (Call 10/15/27)		140		142,593
Series N, 3.80%, 12/01/23 (Call 11/01/23)		177		181,937
Series O, 4.25%, 04/01/29 (Call 01/01/29)		65		69,786
Series Q, 0.80%, 08/15/25 (Call 07/15/25)		250		236,095
Series R, 1.65%, 08/15/30 (Call 05/15/30)		229		203,228
Series U, 1.40%, 08/15/26 (Call 07/15/26)		205		195,166
Exelon Corp.
3.40%, 04/15/26 (Call 01/15/26)		292		301,385
3.95%, 06/15/25 (Call 03/15/25)		207		215,338
4.05%, 04/15/30 (Call 01/15/30)		284		301,168
Florida Power & Light Co.
2.85%, 04/01/25 (Call 03/01/25)		310		316,544
3.13%, 12/01/25 (Call 06/01/25)		35		36,059
3.25%, 06/01/24 (Call 12/01/23)		270		276,807
Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26)		255		257,456
Georgia Power Co.
3.25%, 03/30/27 (Call 12/30/26)		85		86,803
Series A, 2.10%, 07/30/23		87		87,371
Series A, 2.20%, 09/15/24 (Call 08/15/24)		70		69,824


Security	Par (000)		Value

Electric (continued)
Series B, 2.65%, 09/15/29 (Call 06/15/29)	$	299	$	290,864
Gulf Power Co., Series A, 3.30%, 05/30/27 (Call 02/28/27)		150		155,241
Interstate Power & Light Co.
2.30%, 06/01/30 (Call 03/01/30)		25		23,784
3.25%, 12/01/24 (Call 09/01/24)		175		179,032
3.60%, 04/01/29 (Call 01/01/29)		10		10,377
4.10%, 09/26/28 (Call 06/26/28)		125		133,649
IPALCO Enterprises Inc.
3.70%, 09/01/24 (Call 07/01/24)		30		30,840
4.25%, 05/01/30 (Call 02/01/30)		82		85,316
ITC Holdings Corp.
3.25%, 06/30/26 (Call 03/30/26)		70		71,867
3.35%, 11/15/27 (Call 08/15/27)		170		175,290
Louisville Gas & Electric Co., Series 25, 3.30%, 10/01/25 (Call 07/01/25)		50		51,529
MidAmerican Energy Co.
3.10%, 05/01/27 (Call 02/01/27)		8		8,277
3.50%, 10/15/24 (Call 07/15/24)		134		139,036
3.65%, 04/15/29 (Call 01/15/29)		394		419,642
Mississippi Power Co., 3.95%, 03/30/28 (Call 12/30/27)		10		10,564
National Rural Utilities Cooperative Finance Corp.
0.35%, 02/08/24		30		29,137
1.00%, 06/15/26 (Call 05/15/26)		20		18,905
1.35%, 03/15/31 (Call 12/15/30)		70		61,197
1.65%, 06/15/31 (Call 03/15/31)		135		120,690
1.88%, 02/07/25		100		99,223
2.40%, 03/15/30 (Call 12/15/29)		230		221,603
2.85%, 01/27/25 (Call 10/27/24)		57		58,074
2.95%, 02/07/24 (Call 12/07/23)		40		40,712
3.05%, 04/25/27 (Call 01/25/27)		58		59,336
3.25%, 11/01/25 (Call 08/01/25)		215		221,394
3.40%, 11/15/23 (Call 08/15/23)		60		61,374
3.70%, 03/15/29 (Call 12/15/28)		195		204,808
Series D, 1.00%, 10/18/24		55		53,558
Nevada Power Co.
Series CC, 3.70%, 05/01/29 (Call 02/01/29)		99		104,199
Series DD, 2.40%, 05/01/30 (Call 02/01/30)		337		325,424
NextEra Energy Capital Holdings Inc.
1.88%, 01/15/27 (Call 12/15/26)		215		208,167
1.90%, 06/15/28 (Call 04/15/28)		250		237,665
2.25%, 06/01/30 (Call 03/01/30)		446		414,744
2.44%, 01/15/32 (Call 10/15/31)		100		93,656
2.75%, 11/01/29 (Call 08/01/29)		414		406,043
3.50%, 04/01/29 (Call 01/01/29)		130		133,841
3.55%, 05/01/27 (Call 02/01/27)		376		391,179
4.80%, 12/01/77 (Call 12/01/27), (3 mo. LIBOR US + 2.409%)^(a)		160		158,549
Northern States Power Co./MN, 2.25%, 04/01/31 (Call 10/01/30)		215		205,568
NSTAR Electric Co.
1.95%, 08/15/31 (Call 05/15/31)		15		13,897
3.20%, 05/15/27 (Call 02/15/27)		195		201,209
3.25%, 05/15/29 (Call 02/15/29)		170		174,876
Ohio Power Co.
Series P, 2.60%, 04/01/30 (Call 01/01/30)		200		194,844
Series Q, 1.63%, 01/15/31 (Call 10/15/30)		115		102,444
Oklahoma Gas & Electric Co.
3.25%, 04/01/30 (Call 10/01/29)		90		91,500
3.30%, 03/15/30 (Call 09/15/29)		20		20,424
3.80%, 08/15/28 (Call 02/15/28)		175		183,734


Security	Par (000)		Value

Electric (continued)
Oncor Electric Delivery Co. LLC
0.55%, 10/01/25 (Call 09/01/25)	$	305	$	286,383
2.75%, 06/01/24 (Call 05/01/24)		118		119,831
2.75%, 05/15/30 (Call 02/15/30)		120		119,562
2.95%, 04/01/25 (Call 01/01/25)		70		71,399
3.70%, 11/15/28 (Call 08/15/28)		65		69,109
5.75%, 03/15/29 (Call 12/15/28)		25		29,409
Pacific Gas and Electric Co.
2.10%, 08/01/27 (Call 06/01/27)		262		243,356
2.50%, 02/01/31 (Call 11/01/30)		333		296,363
3.00%, 06/15/28 (Call 04/15/28)		195		187,824
3.15%, 01/01/26		388		386,386
3.25%, 06/15/23 (Call 03/15/23)		20		20,140
3.25%, 06/01/31 (Call 03/01/31)		705		662,270
3.30%, 12/01/27 (Call 09/01/27)		105		103,348
3.45%, 07/01/25		30		30,203
3.50%, 06/15/25 (Call 03/15/25)		110		111,132
3.75%, 07/01/28		70		69,670
4.20%, 03/01/29 (Call 01/01/29)		500		511,850
4.25%, 08/01/23 (Call 07/01/23)		25		25,519
4.55%, 07/01/30 (Call 01/01/30)		625		642,481
PacifiCorp.
2.70%, 09/15/30 (Call 06/15/30)		5		4,930
3.50%, 06/15/29 (Call 03/15/29)		60		62,822
PECO Energy Co., 3.15%, 10/15/25 (Call 07/15/25)		5		5,144
Pinnacle West Capital Corp., 1.30%, 06/15/25 (Call 05/15/25)		10		9,598
Potomac Electric Power Co., 3.60%, 03/15/24 (Call 12/15/23)		190		195,770
PPL Capital Funding Inc., 3.10%, 05/15/26 (Call 02/15/26)		272		277,217
Progress Energy Inc.
7.00%, 10/30/31		5		6,402
7.75%, 03/01/31		5		6,647
Public Service Co. of Colorado
3.70%, 06/15/28 (Call 12/15/27)		137		145,132
Series 35, 1.90%, 01/15/31 (Call 07/15/30)		130		120,906
Public Service Co. of New Hampshire, 3.50%, 11/01/23 (Call 08/01/23)		125		127,844
Public Service Co. of Oklahoma, Series J, 2.20%, 08/15/31 (Call 05/15/31)		100		92,965
Public Service Electric & Gas Co.
1.90%, 08/15/31 (Call 05/15/31)		270		250,603
2.25%, 09/15/26 (Call 06/15/26)		181		180,582
2.38%, 05/15/23 (Call 02/15/23)		160		161,238
2.45%, 01/15/30 (Call 10/15/29)		15		14,741
3.00%, 05/15/27 (Call 02/15/27)		110		112,849
3.20%, 05/15/29 (Call 02/15/29)		20		20,569
3.25%, 09/01/23 (Call 08/01/23)		166		169,370
3.65%, 09/01/28 (Call 06/01/28)		100		105,573
3.70%, 05/01/28 (Call 02/01/28)		147		155,932
Public Service Enterprise Group Inc.
0.80%, 08/15/25 (Call 07/15/25)		145		137,096
0.84%, 11/08/23 (Call 05/08/22)		235		230,622
1.60%, 08/15/30 (Call 05/15/30)		65		57,825
2.88%, 06/15/24 (Call 05/15/24)		180		182,518
Puget Energy Inc.
2.38%, 06/15/28 (Call 04/15/28)		112		106,660
3.65%, 05/15/25 (Call 02/15/25)		150		155,049
4.10%, 06/15/30 (Call 03/15/30)		115		119,952


Security	Par (000)		Value

Electric (continued)
San Diego Gas & Electric Co.
2.50%, 05/15/26 (Call 02/15/26)	$	10	$	10,091
Series VVV, 1.70%, 10/01/30 (Call 07/01/30)		270		245,384
Sempra Energy
3.25%, 06/15/27 (Call 03/15/27)		258		263,591
3.40%, 02/01/28 (Call 11/01/27)		214		220,420
Sierra Pacific Power Co., 2.60%, 05/01/26 (Call 02/01/26)		158		159,741
Southern California Edison Co.
1.10%, 04/01/24 (Call 04/01/23)		95		92,990
2.25%, 06/01/30 (Call 03/01/30)		110		102,883
2.85%, 08/01/29 (Call 05/01/29)		119		117,360
6.65%, 04/01/29		83		98,049
Series 2020-C, 1.20%, 02/01/26 (Call 01/01/26)		5		4,757
Series A, 4.20%, 03/01/29 (Call 12/01/28)		175		186,216
Series B, 3.65%, 03/01/28 (Call 12/01/27)		38		39,528
Series C, 3.50%, 10/01/23 (Call 07/01/23)		80		81,758
Series D, 3.40%, 06/01/23 (Call 05/01/23)		195		197,693
Series E, 3.70%, 08/01/25 (Call 06/01/25)		65		67,376
Series G, 2.50%, 06/01/31 (Call 03/01/31)		135		127,421
Series J, 0.70%, 08/01/23		15		14,771
Series K, 0.98%, 08/01/24		5		4,864
Southern Co. (The)
2.95%, 07/01/23 (Call 05/01/23)		743		752,406
3.25%, 07/01/26 (Call 04/01/26)		485		495,864
Series 21-A, 0.60%, 02/26/24 (Call 01/26/24)		15		14,565
Series 21-B, 1.75%, 03/15/28 (Call 01/15/28)		45		42,183
Series A, 3.70%, 04/30/30 (Call 01/30/30)		124		127,870
Southern Power Co.
0.90%, 01/15/26 (Call 12/15/25)		85		80,193
4.15%, 12/01/25 (Call 09/01/25)		205		216,845
Southwestern Electric Power Co., Series M, 4.10%, 09/15/28 (Call 06/15/28)		250		264,792
Southwestern Public Service Co., 3.30%, 06/15/24 (Call 12/15/23)		10		10,220
Tampa Electric Co., 2.40%, 03/15/31 (Call 12/15/30)		15		14,324
Tucson Electric Power Co.
1.50%, 08/01/30 (Call 05/01/30)		10		8,878
3.05%, 03/15/25 (Call 12/15/24)		117		119,193
3.25%, 05/15/32 (Call 02/15/32)		50		50,567
Union Electric Co.
2.95%, 06/15/27 (Call 03/15/27)		110		112,314
2.95%, 03/15/30 (Call 12/15/29)		6		6,073
3.50%, 04/15/24 (Call 01/15/24)		75		77,365
3.50%, 03/15/29 (Call 12/15/28)		113		118,264
Virginia Electric & Power Co.
2.30%, 11/15/31 (Call 08/15/31)		200		190,444
3.45%, 02/15/24 (Call 11/15/23)		200		205,276
Series A, 2.88%, 07/15/29 (Call 04/15/29)		205		206,827
Series A, 3.10%, 05/15/25 (Call 02/15/25)		225		230,206
Series A, 3.15%, 01/15/26 (Call 10/15/25)		315		323,385
Series A, 3.50%, 03/15/27 (Call 12/15/26)		120		125,753
Series A, 3.80%, 04/01/28 (Call 01/01/28)		220		233,255
Series B, 2.95%, 11/15/26 (Call 08/15/26)		230		234,425
Series C, 2.75%, 03/15/23 (Call 12/15/22)		230		232,265
WEC Energy Group Inc.
0.55%, 09/15/23		40		39,224
0.80%, 03/15/24 (Call 02/15/24)		40		39,034
1.38%, 10/15/27 (Call 08/15/27)		40		37,130
1.80%, 10/15/30 (Call 07/15/30)		40		36,057
2.20%, 12/15/28 (Call 10/15/28)		100		95,897


Security	Par (000)		Value

Electric (continued)
3.55%, 06/15/25 (Call 03/15/25)	$	14	$	14,401
Wisconsin Electric Power Co.
1.70%, 06/15/28 (Call 04/15/28)		75		70,797
2.05%, 12/15/24 (Call 11/15/24)		121		120,970
Wisconsin Power and Light Co.
1.95%, 09/16/31 (Call 06/16/31)		185		172,455
3.05%, 10/15/27 (Call 07/15/27)		155		158,080
Xcel Energy Inc.
0.50%, 10/15/23 (Call 09/15/23)		30		29,374
1.75%, 03/15/27 (Call 02/15/27)		150		143,688
2.35%, 11/15/31 (Call 05/15/31)		170		160,339
2.60%, 12/01/29 (Call 06/01/29)		290		283,052
3.30%, 06/01/25 (Call 12/01/24)		60		61,325
3.35%, 12/01/26 (Call 06/01/26)		292		302,016
4.00%, 06/15/28 (Call 12/15/27)		10		10,597


				42,524,186

Electrical Components & Equipment — 0.0%
Emerson Electric Co.
0.88%, 10/15/26 (Call 09/15/26)		140		132,111
2.00%, 12/21/28 (Call 10/21/28)		360		347,541
2.20%, 12/21/31 (Call 09/21/31)		455		432,523
3.15%, 06/01/25 (Call 03/01/25)		195		200,842


				1,113,017

Electronics — 0.3%
Agilent Technologies Inc.
2.10%, 06/04/30 (Call 03/04/30)		5		4,633
2.30%, 03/12/31 (Call 12/12/30)		335		313,285
2.75%, 09/15/29 (Call 06/15/29)		35		34,467
3.88%, 07/15/23 (Call 04/15/23)		450		460,562
Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29)		270		274,188
Amphenol Corp.
2.20%, 09/15/31 (Call 06/15/31)		60		55,478
2.80%, 02/15/30 (Call 11/15/29)		365		359,094
3.20%, 04/01/24 (Call 02/01/24)		20		20,410
4.35%, 06/01/29 (Call 03/01/29)		30		32,574
Arrow Electronics Inc.
3.25%, 09/08/24 (Call 07/08/24)		131		133,156
3.88%, 01/12/28 (Call 10/12/27)		10		10,404
4.00%, 04/01/25 (Call 01/01/25)		180		186,669
Avnet Inc.
3.00%, 05/15/31 (Call 02/15/31)		100		95,228
4.63%, 04/15/26 (Call 01/15/26)		159		168,488
Flex Ltd.
3.75%, 02/01/26 (Call 01/01/26)		75		77,409
4.88%, 06/15/29 (Call 03/15/29)		170		183,935
4.88%, 05/12/30 (Call 02/12/30)		120		129,583
Fortive Corp., 3.15%, 06/15/26 (Call 03/15/26)		380		391,339
Honeywell International Inc.
1.35%, 06/01/25 (Call 05/01/25)		350		341,957
1.75%, 09/01/31 (Call 06/01/31)		165		152,152
1.95%, 06/01/30 (Call 03/01/30)		25		23,581
2.30%, 08/15/24 (Call 07/15/24)		30		30,305
2.50%, 11/01/26 (Call 08/01/26)		420		425,498
2.70%, 08/15/29 (Call 05/15/29)		155		156,232
3.35%, 12/01/23		150		154,101
Hubbell Inc.
3.15%, 08/15/27 (Call 05/15/27)		15		15,351
3.35%, 03/01/26 (Call 12/01/25)		180		185,461
3.50%, 02/15/28 (Call 11/15/27)		190		197,059


Security	Par (000)		Value

Electronics (continued)
Jabil Inc.
3.00%, 01/15/31 (Call 10/15/30)	$	130	$	124,446
3.60%, 01/15/30 (Call 10/15/29)		106		107,373
3.95%, 01/12/28 (Call 10/12/27)		175		182,924
Keysight Technologies Inc.
3.00%, 10/30/29 (Call 07/30/29)		247		247,203
4.55%, 10/30/24 (Call 07/30/24)		172		181,011
4.60%, 04/06/27 (Call 01/06/27)		164		179,050
Legrand France SA, 8.50%, 02/15/25		330		388,318
TD SYNNEX Corp.
1.25%, 08/09/24 (Call 08/09/22)^(b)		15		14,555
1.75%, 08/09/26 (Call 07/09/26)^(b)		415		394,121
2.38%, 08/09/28 (Call 06/09/28)^(b)		120		111,806
2.65%, 08/09/31 (Call 05/09/31)^(b)		115		103,337
Trimble Inc.
4.15%, 06/15/23 (Call 05/15/23)		70		71,816
4.90%, 06/15/28 (Call 03/15/28)		195		210,001
Tyco Electronics Group SA
2.50%, 02/04/32 (Call 12/04/31)		25		24,311
3.13%, 08/15/27 (Call 05/15/27)		100		102,731
3.70%, 02/15/26 (Call 11/15/25)		190		199,154
Vontier Corp
2.40%, 04/01/28 (Call 02/01/28)		20		18,363
2.95%, 04/01/31 (Call 01/01/31)		20		18,164


				7,291,283

Environmental Control — 0.1%
Republic Services Inc.
0.88%, 11/15/25 (Call 10/15/25)		10		9,441
1.45%, 02/15/31 (Call 11/15/30)		135		119,227
2.30%, 03/01/30 (Call 12/01/29)		249		237,299
2.50%, 08/15/24 (Call 07/15/24)		187		188,834
2.90%, 07/01/26 (Call 04/01/26)		55		55,942
3.20%, 03/15/25 (Call 12/15/24)		130		133,056
3.38%, 11/15/27 (Call 08/15/27)		60		61,981
3.95%, 05/15/28 (Call 02/15/28)		146		155,251
4.75%, 05/15/23 (Call 02/15/23)		131		134,832
Waste Connections Inc.
2.60%, 02/01/30 (Call 11/01/29)		154		149,523
3.50%, 05/01/29 (Call 02/01/29)		142		146,920
4.25%, 12/01/28 (Call 09/01/28)		165		177,636
Waste Management Inc.
1.15%, 03/15/28 (Call 01/15/28)		250		228,380
1.50%, 03/15/31 (Call 12/15/30)		15		13,428
2.00%, 06/01/29 (Call 04/01/29)		140		133,337
2.40%, 05/15/23 (Call 03/15/23)		245		246,867
3.13%, 03/01/25 (Call 12/01/24)		75		77,195
3.15%, 11/15/27 (Call 08/15/27)		270		277,827


				2,546,976

Food — 0.5%
Ahold Finance USA LLC, 6.88%, 05/01/29		40		49,960
Campbell Soup Co.
2.38%, 04/24/30 (Call 01/24/30)		40		38,070
3.30%, 03/19/25 (Call 12/19/24)		203		207,630
3.65%, 03/15/23 (Call 02/15/23)		231		235,292
3.95%, 03/15/25 (Call 01/15/25)		190		198,238
4.15%, 03/15/28 (Call 12/15/27)		301		321,417
Conagra Brands Inc.
1.38%, 11/01/27 (Call 09/01/27)		50		45,968
4.30%, 05/01/24 (Call 04/01/24)		413		428,719
4.60%, 11/01/25 (Call 09/01/25)		374		398,097


Security	Par (000)		Value

Food (continued)
4.85%, 11/01/28 (Call 08/01/28)	$	245	$	269,133
Flowers Foods Inc., 2.40%, 03/15/31 (Call 12/15/30)		120		113,180
General Mills Inc.
2.25%, 10/14/31 (Call 07/14/31)		100		94,019
2.88%, 04/15/30 (Call 01/15/30)		115		114,900
3.20%, 02/10/27 (Call 11/10/26)		217		223,360
3.65%, 02/15/24 (Call 11/15/23)		300		309,000
3.70%, 10/17/23 (Call 09/17/23)		20		20,579
4.00%, 04/17/25 (Call 02/17/25)		303		317,099
4.20%, 04/17/28 (Call 01/17/28)		345		371,620
Hershey Co. (The)
1.70%, 06/01/30 (Call 03/01/30)		50		46,612
2.05%, 11/15/24 (Call 10/15/24)		115		115,624
2.30%, 08/15/26 (Call 05/15/26)		231		232,760
2.45%, 11/15/29 (Call 08/15/29)		145		144,417
3.38%, 05/15/23 (Call 04/15/23)		233		238,061
Hormel Foods Corp.
0.65%, 06/03/24 (Call 06/03/22)		25		24,347
1.70%, 06/03/28 (Call 04/03/28)		300		286,545
1.80%, 06/11/30 (Call 03/11/30)		60		56,038
Ingredion Inc.
2.90%, 06/01/30 (Call 03/01/30)		50		49,286
3.20%, 10/01/26 (Call 07/01/26)		150		154,046
JM Smucker Co. (The)
2.38%, 03/15/30 (Call 12/15/29)		20		19,045
3.38%, 12/15/27 (Call 09/15/27)		80		82,954
3.50%, 03/15/25		440		455,277
Kellogg Co.
2.10%, 06/01/30 (Call 03/01/30)		25		23,506
2.65%, 12/01/23		256		259,699
3.25%, 04/01/26		180		184,786
3.40%, 11/15/27 (Call 08/15/27)		280		290,147
4.30%, 05/15/28 (Call 02/15/28)		175		190,041
Kroger Co. (The)
1.70%, 01/15/31 (Call 10/15/30)		375		339,660
2.20%, 05/01/30 (Call 02/01/30)		5		4,732
2.65%, 10/15/26 (Call 07/15/26)		165		166,539
3.50%, 02/01/26 (Call 11/01/25)		29		30,195
3.70%, 08/01/27 (Call 05/01/27)		90		94,824
3.85%, 08/01/23 (Call 05/01/23)		240		245,911
4.00%, 02/01/24 (Call 11/01/23)		140		144,866
4.50%, 01/15/29 (Call 10/15/28)		175		192,367
McCormick & Co. Inc./MD
0.90%, 02/15/26 (Call 01/15/26)		190		179,149
1.85%, 02/15/31 (Call 11/15/30)		175		159,166
2.50%, 04/15/30 (Call 01/15/30)		20		19,275
3.15%, 08/15/24 (Call 06/15/24)		45		46,091
3.40%, 08/15/27 (Call 05/15/27)		252		262,204
Mondelez International Inc.
1.50%, 05/04/25 (Call 04/04/25)		543		528,904
1.50%, 02/04/31 (Call 11/04/30)		250		220,993
2.75%, 04/13/30 (Call 01/13/30)		320		315,344
3.63%, 02/13/26 (Call 12/13/25)		15		15,621
Sysco Corp.
2.40%, 02/15/30 (Call 11/15/29)		35		33,446
2.45%, 12/14/31 (Call 09/14/31)		110		104,708
3.25%, 07/15/27 (Call 04/15/27)		221		227,771
3.30%, 07/15/26 (Call 04/15/26)		296		304,916
3.75%, 10/01/25 (Call 07/01/25)		305		318,127
5.95%, 04/01/30 (Call 01/01/30)		45		53,727


Security	Par (000)		Value

Food (continued)
Tyson Foods Inc.
3.55%, 06/02/27 (Call 03/02/27)	$	423	$	439,607
3.90%, 09/28/23 (Call 08/28/23)		98		100,769
3.95%, 08/15/24 (Call 05/15/24)		399		414,413
4.00%, 03/01/26 (Call 01/01/26)		340		355,875
4.35%, 03/01/29 (Call 12/01/28)		212		229,600


				12,158,272

Forest Products & Paper — 0.0%
Fibria Overseas Finance Ltd.
4.00%, 01/14/25 (Call 11/14/24)		10		10,273
5.50%, 01/17/27		110		118,279
Georgia-Pacific LLC
7.75%, 11/15/29		45		59,926
8.00%, 01/15/24		265		294,725
8.88%, 05/15/31		5		7,254
Suzano Austria GmbH
3.13%, 01/15/32 (Call 10/15/31)		200		177,640
3.75%, 01/15/31 (Call 10/15/30)		25		23,597
5.00%, 01/15/30 (Call 10/15/29)		25		25,715
6.00%, 01/15/29 (Call 10/15/28)		335		368,095


				1,085,504

Gas — 0.2%
Atmos Energy Corp.
1.50%, 01/15/31 (Call 10/15/30)		157		138,840
2.63%, 09/15/29 (Call 06/15/29)		222		217,482
3.00%, 06/15/27 (Call 03/15/27)		120		123,340
CenterPoint Energy Resources Corp.
1.75%, 10/01/30 (Call 07/01/30)		150		135,447
4.00%, 04/01/28 (Call 01/01/28)		155		163,178
Eastern Energy Gas Holdings LLC
3.60%, 12/15/24 (Call 09/15/24)		66		68,129
Series A, 2.50%, 11/15/24 (Call 10/15/24)		223		223,475
National Fuel Gas Co.
2.95%, 03/01/31 (Call 12/01/30)		10		9,480
3.75%, 03/01/23 (Call 12/01/22)		160		162,147
4.75%, 09/01/28 (Call 06/01/28)		135		141,480
5.20%, 07/15/25 (Call 04/15/25)		155		165,250
5.50%, 01/15/26 (Call 12/15/25)		70		75,896
NiSource Inc.
0.95%, 08/15/25 (Call 07/15/25)		45		42,552
1.70%, 02/15/31 (Call 11/15/30)		287		252,600
2.95%, 09/01/29 (Call 06/01/29)		319		314,081
3.49%, 05/15/27 (Call 02/15/27)		390		402,995
3.60%, 05/01/30 (Call 02/01/30)		30		30,683
ONE Gas Inc., 3.61%, 02/01/24 (Call 11/01/23)		117		119,813
Piedmont Natural Gas Co. Inc., 3.50%, 06/01/29 (Call 03/01/29)		177		181,820
Southern California Gas Co.
3.15%, 09/15/24 (Call 06/15/24)		10		10,248
Series TT, 2.60%, 06/15/26 (Call 03/15/26)		190		191,968
Series XX, 2.55%, 02/01/30 (Call 11/01/29)		250		243,547
Southern Co. Gas Capital Corp.
2.45%, 10/01/23 (Call 08/01/23)		437		440,946
3.25%, 06/15/26 (Call 03/15/26)		60		61,626
Series 2020-A, 1.75%, 01/15/31 (Call 10/15/30)		220		195,463
Southwest Gas Corp.
2.20%, 06/15/30 (Call 03/15/30)		105		97,531
3.70%, 04/01/28 (Call 01/01/28)		125		130,622


				4,340,639


Security	Par (000)		Value

Hand & Machine Tools — 0.0%
Kennametal Inc.
2.80%, 03/01/31 (Call 12/01/30)	$	165	$	156,910
4.63%, 06/15/28 (Call 03/15/28)		120		128,926
Stanley Black & Decker Inc.
2.30%, 03/15/30 (Call 12/15/29)		160		154,033
3.00%, 05/15/32 (Call 02/15/32)		65		65,313
3.40%, 03/01/26 (Call 01/01/26)		220		228,754
4.00%, 03/15/60 (Call 03/15/25)^(a)		125		121,359
4.25%, 11/15/28 (Call 08/15/28)		75		81,862


				937,157

Health Care - Products — 0.3%
Abbott Laboratories
1.15%, 01/30/28 (Call 11/30/27)		58		54,388
1.40%, 06/30/30 (Call 03/30/30)		171		156,496
2.95%, 03/15/25 (Call 12/15/24)		320		328,291
3.40%, 11/30/23 (Call 09/30/23)		448		460,647
3.75%, 11/30/26 (Call 08/30/26)		465		496,039
3.88%, 09/15/25 (Call 06/15/25)		50		52,812
Baxter International Inc.
0.87%, 12/01/23^(b)		60		58,912
1.92%, 02/01/27 (Call 01/01/27)^(b)		215		208,580
2.27%, 12/01/28 (Call 10/01/28)^(b)		130		125,228
2.60%, 08/15/26 (Call 05/15/26)		435		437,567
3.95%, 04/01/30 (Call 01/01/30)		90		96,857
Boston Scientific Corp.
1.90%, 06/01/25 (Call 05/01/25)		230		226,062
2.65%, 06/01/30 (Call 03/01/30)		180		174,728
3.45%, 03/01/24 (Call 02/01/24)		475		487,174
3.75%, 03/01/26 (Call 01/01/26)		322		336,632
3.85%, 05/15/25		189		197,348
4.00%, 03/01/29 (Call 12/01/28)		281		298,922
Danaher Corp., 3.35%, 09/15/25 (Call 06/15/25)		24		24,843
DENTSPLY SIRONA Inc., 3.25%, 06/01/30 (Call 03/01/30)		30		30,185
DH Europe Finance II Sarl
2.20%, 11/15/24 (Call 10/15/24)		310		310,205
2.60%, 11/15/29 (Call 08/15/29)		170		166,938
Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28)		144		156,001
Medtronic Global Holdings SCA, 3.35%, 04/01/27 (Call 01/01/27)		195		203,213
Medtronic Inc., 3.50%, 03/15/25		199		207,543
PerkinElmer Inc.
0.55%, 09/15/23 (Call 09/15/22)		25		24,514
1.90%, 09/15/28 (Call 07/15/28)		175		164,274
2.25%, 09/15/31 (Call 06/15/31)		105		96,079
2.55%, 03/15/31 (Call 12/15/30)		65		61,901
3.30%, 09/15/29 (Call 06/15/29)		305		307,022
Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30)		385		348,387
STERIS Irish FinCo UnLtd Co., 2.70%, 03/15/31
(Call 12/15/30)		370		351,467
Stryker Corp.
0.60%, 12/01/23 (Call 03/18/22)		30		29,357
1.15%, 06/15/25 (Call 05/15/25)		35		33,724
1.95%, 06/15/30 (Call 03/15/30)		270		249,944
3.38%, 05/15/24 (Call 02/15/24)		363		371,828
3.38%, 11/01/25 (Call 08/01/25)		332		342,714
3.50%, 03/15/26 (Call 12/15/25)		223		231,639
3.65%, 03/07/28 (Call 12/07/27)		105		109,833
Thermo Fisher Scientific Inc.
0.80%, 10/18/23 (Call 10/18/22)		5		4,930


Security	Par (000)		Value

Health Care - Products (continued)
1.75%, 10/15/28 (Call 08/15/28)	$	40	$	37,902
2.00%, 10/15/31 (Call 07/15/31)		50		46,421
2.60%, 10/01/29 (Call 07/01/29)		85		84,004
Zimmer Biomet Holdings Inc., 2.60%, 11/24/31 (Call 08/24/31)		385		363,529


				8,555,080

Health Care - Services — 0.5%
Adventist Health System/West, 2.95%, 03/01/29 (Call 12/01/28)		25		25,173
Advocate Health & Hospitals Corp., 3.83%, 08/15/28 (Call 05/15/28)		170		182,537
Aetna Inc.
2.80%, 06/15/23 (Call 04/15/23)		430		435,543
3.50%, 11/15/24 (Call 08/15/24)		294		302,664
Anthem Inc.
1.50%, 03/15/26 (Call 02/15/26)		345		333,729
2.25%, 05/15/30 (Call 02/15/30)		274		259,516
2.55%, 03/15/31 (Call 12/15/30)		260		250,479
2.88%, 09/15/29 (Call 06/15/29)		169		168,758
3.35%, 12/01/24 (Call 10/01/24)		365		375,731
3.50%, 08/15/24 (Call 05/15/24)		345		354,922
3.65%, 12/01/27 (Call 09/01/27)		70		73,434
4.10%, 03/01/28 (Call 12/01/27)		340		363,749
Ascension Health, Series B, 2.53%, 11/15/29 (Call 08/15/29)		166		166,043
Banner Health
1.90%, 01/01/31 (Call 07/01/30)		50		46,374
2.34%, 01/01/30 (Call 10/01/29)		235		227,898
Baylor Scott & White Holdings, Series 2021, 1.78%, 11/15/30 (Call 05/15/30)		130		119,583
Bon Secours Mercy Health Inc., Series 20-2, 2.10%, 06/01/31 (Call 12/01/30)		10		9,288
CommonSpirit Health
1.55%, 10/01/25 (Call 07/01/25)		40		38,590
2.76%, 10/01/24 (Call 07/01/24)		90		90,769
2.78%, 10/01/30 (Call 04/01/30)		87		84,631
3.35%, 10/01/29 (Call 04/01/29)		322		325,745
HCA Inc.
2.38%, 07/15/31 (Call 04/15/31)		115		105,991
4.13%, 06/15/29 (Call 03/15/29)		517		542,633
4.50%, 02/15/27 (Call 08/15/26)		149		157,791
4.75%, 05/01/23		398		409,944
5.00%, 03/15/24		184		193,388
5.25%, 04/15/25		537		576,657
5.25%, 06/15/26 (Call 12/15/25)		190		205,865
Humana Inc.
0.65%, 08/03/23 (Call 03/15/22)		275		270,757
1.35%, 02/03/27 (Call 01/03/27)		330		310,873
3.13%, 08/15/29 (Call 05/15/29)		205		206,123
3.85%, 10/01/24 (Call 07/01/24)		185		191,869
3.95%, 03/15/27 (Call 12/15/26)		195		206,183
4.50%, 04/01/25 (Call 03/01/25)		5		5,311
4.88%, 04/01/30 (Call 01/01/30)		30		33,726
Kaiser Foundation Hospitals, 3.15%, 05/01/27
(Call 02/01/27)		61		63,180
Laboratory Corp. of America Holdings
1.55%, 06/01/26 (Call 05/01/26)		45		43,142
2.30%, 12/01/24 (Call 11/01/24)		150		149,955
2.70%, 06/01/31 (Call 03/01/31)		75		71,900
2.95%, 12/01/29 (Call 09/01/29)		261		258,855
3.25%, 09/01/24 (Call 07/01/24)		158		161,087


Security	Par (000)		Value

Health Care - Services (continued)
3.60%, 02/01/25 (Call 11/01/24)	$	240	$	246,821
3.60%, 09/01/27 (Call 06/01/27)		138		144,275
4.00%, 11/01/23 (Call 08/01/23)		5		5,146
OhioHealth Corp., 2.30%, 11/15/31 (Call 05/15/31)		20		19,019
PeaceHealth Obligated Group, Series 2020, 1.38%, 11/15/25 (Call 08/15/25)		30		29,092
Providence St Joseph Health Obligated Group, Series 19A, 2.53%, 10/01/29 (Call 07/01/29)		50		48,986
Quest Diagnostics Inc.
2.80%, 06/30/31 (Call 03/30/31)		20		19,403
2.95%, 06/30/30 (Call 03/30/30)		235		231,976
3.45%, 06/01/26 (Call 03/01/26)		152		157,370
4.20%, 06/30/29 (Call 03/30/29)		165		177,697
4.25%, 04/01/24 (Call 01/01/24)		40		41,599
Rush Obligated Group, Series 2020, 3.92%, 11/15/29 (Call 08/15/29)		31		33,220
Sutter Health
Series 20A, 1.32%, 08/15/25 (Call 05/15/25)		40		38,516
Series 20A, 2.29%, 08/15/30 (Call 02/15/30)		10		9,399
Toledo Hospital (The), Series B, 5.33%, 11/15/28		35		38,444
UnitedHealth Group Inc.
1.15%, 05/15/26 (Call 04/15/26)		190		182,527
1.25%, 01/15/26		185		178,749
2.00%, 05/15/30		230		217,619
2.30%, 05/15/31 (Call 02/15/31)		465		448,148
2.38%, 08/15/24		155		156,869
2.88%, 08/15/29		209		211,851
2.95%, 10/15/27		103		106,118
3.10%, 03/15/26		275		284,606
3.38%, 04/15/27		275		288,728
3.45%, 01/15/27		200		210,428
3.50%, 06/15/23		170		174,337
3.50%, 02/15/24		327		338,281
3.70%, 12/15/25		30		31,597
3.75%, 07/15/25		531		556,706
3.85%, 06/15/28		320		343,162
3.88%, 12/15/28		241		259,656
Universal Health Services Inc.
1.65%, 09/01/26 (Call 08/01/26)^(b)		10		9,517
2.65%, 10/15/30 (Call 07/15/30)^(b)		30		28,268
2.65%, 01/15/32 (Call 10/15/31)^(b)		100		92,528


				13,761,044

Holding Companies - Diversified — 0.2%
Ares Capital Corp.
2.15%, 07/15/26 (Call 06/15/26)		215		202,988
2.88%, 06/15/27 (Call 05/15/27)		200		190,916
2.88%, 06/15/28 (Call 04/15/28)		300		277,965
3.20%, 11/15/31 (Call 08/15/31)		115		103,844
3.25%, 07/15/25 (Call 06/15/25)		238		236,853
3.88%, 01/15/26 (Call 12/15/25)		135		136,766
4.20%, 06/10/24 (Call 05/10/24)		340		350,574
4.25%, 03/01/25 (Call 01/01/25)		235		240,342
Bain Capital Specialty Finance Inc.
2.55%, 10/13/26 (Call 09/13/26)		125		117,086
2.95%, 03/10/26 (Call 02/10/26)		25		24,181
Barings BDC Inc., 3.30%, 11/23/26 (Call 10/13/26)^(b)		10		9,456
Blackstone Private Credit Fund
1.75%, 09/15/24^(b)		65		62,438
2.63%, 12/15/26 (Call 11/15/26)^(b)		130		120,741
3.25%, 03/15/27 (Call 02/15/27)^(b)		585		562,548


Security	Par (000)		Value

Holding Companies - Diversified (continued)
4.00%, 01/15/29 (Call 11/15/28)^(b)	$	500	$	482,015
Blackstone Secured Lending Fund
2.13%, 02/15/27 (Call 01/15/27)^(b)		80		74,174
2.75%, 09/16/26 (Call 08/19/26)		35		33,587
2.85%, 09/30/28 (Call 07/30/28)^(b)		185		169,808
3.63%, 01/15/26 (Call 12/15/25)		20		20,000
FS KKR Capital Corp.
1.65%, 10/12/24		105		100,780
2.63%, 01/15/27 (Call 12/15/26)		125		118,199
3.13%, 10/12/28 (Call 08/12/28)		120		111,534
3.25%, 07/15/27 (Call 06/15/27)		100		96,073
3.40%, 01/15/26 (Call 12/15/25)		45		44,356
4.13%, 02/01/25 (Call 01/01/25)		5		5,061
4.63%, 07/15/24 (Call 06/15/24)		200		205,402
Goldman Sachs BDC Inc.
2.88%, 01/15/26 (Call 12/15/25)^(c)		90		88,265
3.75%, 02/10/25 (Call 01/10/25)		60		61,261
Golub Capital BDC Inc.
2.05%, 02/15/27 (Call 01/15/27)		175		160,114
3.38%, 04/15/24 (Call 03/15/24)		40		40,116
Main Street Capital Corp.
3.00%, 07/14/26 (Call 06/14/26)		155		148,619
5.20%, 05/01/24		25		25,810
Oaktree Specialty Lending Corp., 2.70%, 01/15/27
(Call 12/15/26)		140		133,147
Owl Rock Capital Corp.
2.63%, 01/15/27 (Call 12/15/26)		95		87,305
2.88%, 06/11/28 (Call 04/11/28)		235		213,225
3.40%, 07/15/26 (Call 06/15/26)		60		57,484
3.75%, 07/22/25 (Call 06/22/25)		260		257,244
4.00%, 03/30/25 (Call 02/28/25)		190		191,657
4.25%, 01/15/26 (Call 12/15/25)		65		65,561
Owl Rock Capital Corp. III, 3.13%, 04/13/27
(Call 03/13/27)^(b)		125		115,702
Owl Rock Technology Finance Corp., 2.50%, 01/15/27 (Call 12/15/26)		80		75,244
Prospect Capital Corp.
3.36%, 11/15/26 (Call 10/15/26)		10		9,579
3.44%, 10/15/28 (Call 08/15/28)		130		117,409
3.71%, 01/22/26 (Call 12/22/25)		40		39,172
Sixth Street Specialty Lending Inc., 3.88%, 11/01/24 (Call 10/01/24)		30		30,536


				6,015,137

Home Builders — 0.1%
DR Horton Inc.
1.30%, 10/15/26 (Call 09/15/26)		255		239,621
2.50%, 10/15/24 (Call 09/15/24)		203		203,917
2.60%, 10/15/25 (Call 09/15/25)		82		82,093
5.75%, 08/15/23 (Call 05/15/23)		161		168,464
Lennar Corp.
4.50%, 04/30/24 (Call 01/31/24)		120		124,864
4.75%, 11/29/27 (Call 05/29/27)		315		342,493
4.88%, 12/15/23 (Call 09/15/23)		25		26,064
5.00%, 06/15/27 (Call 12/15/26)		30		32,604
5.88%, 11/15/24 (Call 05/15/24)		10		10,737
MDC Holdings Inc., 3.85%, 01/15/30 (Call 07/15/29)		15		14,959
NVR Inc., 3.00%, 05/15/30 (Call 11/15/29)		165		162,614
PulteGroup Inc.
5.00%, 01/15/27 (Call 10/15/26)		86		93,798
5.50%, 03/01/26 (Call 12/01/25)		105		115,576


Security	Par (000)		Value

Home Builders (continued)
Toll Brothers Finance Corp.
3.80%, 11/01/29 (Call 08/01/29)	$	100	$	100,106
4.35%, 02/15/28 (Call 11/15/27)		100		104,150
4.88%, 11/15/25 (Call 08/15/25)		50		53,022
4.88%, 03/15/27 (Call 12/15/26)		100		106,643


				1,981,725

Home Furnishings — 0.0%
Leggett & Platt Inc.
3.50%, 11/15/27 (Call 08/15/27)		80		82,768
3.80%, 11/15/24 (Call 08/15/24)		50		51,467
4.40%, 03/15/29 (Call 12/15/28)		233		251,663
Whirlpool Corp.
2.40%, 05/15/31 (Call 02/15/31)		185		175,926
4.75%, 02/26/29 (Call 11/26/28)		145		160,264


				722,088

Household Products & Wares — 0.1%
Avery Dennison Corp., 2.65%, 04/30/30 (Call 02/01/30)		55		52,969
Church & Dwight Co. Inc.
2.30%, 12/15/31 (Call 09/15/31)		110		105,499
3.15%, 08/01/27 (Call 05/01/27)		140		143,969
Clorox Co. (The)
3.10%, 10/01/27 (Call 07/01/27)		60		61,859
3.50%, 12/15/24 (Call 09/15/24)		225		233,420
3.90%, 05/15/28 (Call 02/15/28)		250		267,072
Kimberly-Clark Corp.
1.05%, 09/15/27 (Call 07/15/27)		95		89,150
2.00%, 11/02/31 (Call 08/02/31)		100		94,344
2.75%, 02/15/26		190		194,433
3.05%, 08/15/25		100		103,141
3.10%, 03/26/30 (Call 12/26/29)		80		82,683
3.20%, 04/25/29 (Call 01/25/29)		140		145,200
3.95%, 11/01/28 (Call 08/01/28)		185		200,921


				1,774,660

Insurance — 0.9%
Aegon NV, 5.50%, 04/11/48 (Call 04/11/28),
(6 mo. LIBOR US + 3.540%)^(a)		200		213,420
Aflac Inc.
2.88%, 10/15/26 (Call 07/15/26)		104		107,078
3.60%, 04/01/30 (Call 01/01/30)		265		281,806
3.63%, 11/15/24		480		500,966
Alleghany Corp., 3.63%, 05/15/30 (Call 02/15/30)		10		10,205
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25 (Call 07/29/25)		120		125,621
Allstate Corp. (The)
0.75%, 12/15/25 (Call 11/15/25)		105		98,787
1.45%, 12/15/30 (Call 09/15/30)		110		98,689
3.15%, 06/15/23		107		108,956
3.28%, 12/15/26 (Call 09/15/26)		132		137,595
American Equity Investment Life Holding Co., 5.00%, 06/15/27 (Call 03/15/27)		100		108,653
American Financial Group Inc./OH, 3.50%, 08/15/26 (Call 05/15/26)		220		229,313
American International Group Inc.
2.50%, 06/30/25 (Call 05/30/25)		360		361,631
3.40%, 06/30/30 (Call 03/30/30)		144		148,075
3.75%, 07/10/25 (Call 04/10/25)		366		380,969
3.90%, 04/01/26 (Call 01/01/26)		510		536,127
4.13%, 02/15/24		606		631,379
4.20%, 04/01/28 (Call 01/01/28)		266		287,791
4.25%, 03/15/29 (Call 12/15/28)		235		253,621


Security	Par (000)		Value

Insurance (continued)
Series A-9, 5.75%, 04/01/48 (Call 04/01/28),
(3 mo. LIBOR US + 2.868%)^(a)	$	60	$	61,623
Aon Corp.
2.80%, 05/15/30 (Call 02/15/30)		184		181,203
3.75%, 05/02/29 (Call 02/02/29)		251		263,056
4.50%, 12/15/28 (Call 09/15/28)		135		147,143
Aon Corp./Aon Global Holdings PLC
2.05%, 08/23/31 (Call 05/23/31)		100		91,866
2.60%, 12/02/31 (Call 09/02/31)		185		176,579
2.85%, 05/28/27 (Call 04/28/27)		35		35,258
Aon PLC
3.88%, 12/15/25 (Call 09/15/25)		187		195,290
4.00%, 11/27/23 (Call 08/27/23)		10		10,319
Arch Capital Finance LLC, 4.01%, 12/15/26 (Call 09/15/26)		136		144,776
Arthur J Gallagher & Co., 2.40%, 11/09/31 (Call 08/09/31)		65		61,011
Aspen Insurance Holdings Ltd., 4.65%, 11/15/23		120		124,644
Assurant Inc.
3.70%, 02/22/30 (Call 11/22/29)		80		81,631
4.20%, 09/27/23 (Call 08/27/23)		65		67,158
4.90%, 03/27/28 (Call 12/27/27)		45		49,325
Assured Guaranty U.S. Holdings Inc.
3.15%, 06/15/31 (Call 03/15/31)		50		49,586
5.00%, 07/01/24		56		59,322
Athene Holding Ltd.
3.50%, 01/15/31 (Call 10/15/30)		75		74,904
4.13%, 01/12/28 (Call 10/12/27)		300		314,997
6.15%, 04/03/30 (Call 01/03/30)		20		23,336
AXIS Specialty Finance LLC, 3.90%, 07/15/29
(Call 04/15/29)		159		166,408
AXIS Specialty Finance PLC, 4.00%, 12/06/27
(Call 09/06/27)		215		225,776
Berkshire Hathaway Finance Corp., 1.45%, 10/15/30 (Call 07/15/30)		295		269,813
Berkshire Hathaway Inc.
2.75%, 03/15/23 (Call 01/15/23)		568		575,072
3.13%, 03/15/26 (Call 12/15/25)		446		463,117
Brighthouse Financial Inc.
3.70%, 06/22/27 (Call 03/22/27)		25		25,906
5.63%, 05/15/30 (Call 02/15/30)		30		34,223
Brown & Brown Inc.
2.38%, 03/15/31 (Call 12/15/30)		10		9,295
4.20%, 09/15/24 (Call 06/15/24)		50		52,091
4.50%, 03/15/29 (Call 12/15/28)		110		118,538
Chubb INA Holdings Inc.
1.38%, 09/15/30 (Call 06/15/30)		200		179,790
2.70%, 03/13/23		300		303,408
3.35%, 05/03/26 (Call 02/03/26)		45		46,779
Cincinnati Financial Corp., 6.92%, 05/15/28		94		116,532
CNA Financial Corp.
2.05%, 08/15/30 (Call 05/15/30)		60		55,602
3.45%, 08/15/27 (Call 05/15/27)		126		130,565
3.90%, 05/01/29 (Call 02/01/29)		131		139,228
3.95%, 05/15/24 (Call 02/15/24)		210		216,703
4.50%, 03/01/26 (Call 12/01/25)		315		338,427
CNO Financial Group Inc., 5.25%, 05/30/29 (Call 02/28/29)		125		135,161
Enstar Group Ltd.
3.10%, 09/01/31 (Call 03/01/31)		80		74,644
4.95%, 06/01/29 (Call 03/01/29)		228		243,992
Equitable Holdings Inc.
3.90%, 04/20/23 (Call 03/20/23)		189		193,381
4.35%, 04/20/28 (Call 01/20/28)		370		396,122


Security	Par (000)		Value

Insurance (continued)
7.00%, 04/01/28	$	25	$	30,368
Fairfax Financial Holdings Ltd.
4.63%, 04/29/30 (Call 01/29/30)		55		59,468
4.85%, 04/17/28 (Call 01/17/28)		99		105,642
Fidelity National Financial Inc.
2.45%, 03/15/31 (Call 12/15/30)		75		69,884
3.40%, 06/15/30 (Call 03/15/30)		15		15,034
4.50%, 08/15/28 (Call 05/15/28)		110		117,584
First American Financial Corp.
2.40%, 08/15/31 (Call 05/15/31)		70		63,953
4.60%, 11/15/24		140		147,701
Globe Life Inc.
2.15%, 08/15/30 (Call 05/15/30)		230		215,383
4.55%, 09/15/28 (Call 06/15/28)		160		174,864
Hanover Insurance Group Inc. (The), 2.50%, 09/01/30
(Call 06/01/30)		159		152,223
Hartford Financial Services Group Inc. (The), 2.80%, 08/19/29 (Call 05/19/29)		260		257,728
Jackson Financial Inc.
1.13%, 11/22/23^(b)		40		39,369
3.13%, 11/23/31 (Call 08/23/31)^(b)		25		23,975
Kemper Corp., 2.40%, 09/30/30 (Call 06/30/30)		50		45,651
Lincoln National Corp.
3.05%, 01/15/30 (Call 10/15/29)		65		64,635
3.35%, 03/09/25		157		161,897
3.40%, 01/15/31 (Call 10/15/30)		45		45,770
3.63%, 12/12/26 (Call 09/15/26)		205		215,213
3.80%, 03/01/28 (Call 12/01/27)		75		78,944
4.00%, 09/01/23		55		56,742
Loews Corp.
3.20%, 05/15/30 (Call 02/15/30)		255		260,559
3.75%, 04/01/26 (Call 01/01/26)		295		310,959
Manulife Financial Corp.
2.48%, 05/19/27 (Call 03/19/27)		50		49,976
4.15%, 03/04/26		527		559,152
Markel Corp.
3.35%, 09/17/29 (Call 06/17/29)		130		133,523
3.50%, 11/01/27 (Call 08/01/27)		190		197,684
Marsh & McLennan Companies Inc.
2.25%, 11/15/30 (Call 08/15/30)		260		244,080
2.38%, 12/15/31 (Call 09/15/31)		10		9,465
3.30%, 03/14/23 (Call 01/14/23)		155		157,387
3.50%, 06/03/24 (Call 03/03/24)		215		221,551
3.50%, 03/10/25 (Call 12/10/24)		262		271,403
3.75%, 03/14/26 (Call 12/14/25)		230		242,776
3.88%, 03/15/24 (Call 02/15/24)		287		297,355
4.38%, 03/15/29 (Call 12/15/28)		380		414,531
Mercury General Corp., 4.40%, 03/15/27 (Call 12/15/26)		120		127,336
MetLife Inc.
3.00%, 03/01/25		258		265,598
3.60%, 04/10/24		170		175,996
3.60%, 11/13/25 (Call 08/13/25)		151		158,031
4.55%, 03/23/30 (Call 12/23/29)		169		189,711
Series D, 4.37%, 09/15/23		290		301,409
Old Republic International Corp.
3.88%, 08/26/26 (Call 07/26/26)		172		179,580
4.88%, 10/01/24 (Call 09/01/24)		180		190,696
PartnerRe Finance B LLC, 3.70%, 07/02/29 (Call 04/02/29)		145		153,298
Primerica Inc., 2.80%, 11/19/31 (Call 08/19/31)		25		24,143


Security	Par (000)		Value

Insurance (continued)
Principal Financial Group Inc.
2.13%, 06/15/30 (Call 03/15/30)	$	115	$	108,768
3.10%, 11/15/26 (Call 08/15/26)		155		158,551
3.13%, 05/15/23		25		25,415
3.40%, 05/15/25 (Call 02/15/25)		200		205,192
3.70%, 05/15/29 (Call 02/15/29)		136		145,052
Progressive Corp. (The)
2.45%, 01/15/27		280		283,091
4.00%, 03/01/29 (Call 12/01/28)		75		80,978
6.63%, 03/01/29		30		37,170
Prudential Financial Inc.
1.50%, 03/10/26 (Call 02/10/26)		102		99,823
2.10%, 03/10/30 (Call 12/10/29)		50		47,804
3.70%, 10/01/50 (Call 07/01/30)^(a)		25		22,962
3.88%, 03/27/28 (Call 12/27/27)		347		370,815
4.50%, 09/15/47 (Call 09/15/27), (3 mo. LIBOR US + 2.380%)^(a)		50		48,308
5.20%, 03/15/44 (Call 03/15/24), (3 mo. LIBOR US + 3.040%)^(a)		200		201,908
5.63%, 06/15/43 (Call 06/15/23), (3 mo. LIBOR US + 3.920%)^(a)		280		288,212
5.70%, 09/15/48 (Call 09/15/28), (3 mo. LIBOR US + 2.665%)^(a)		200		208,956
Prudential PLC, 3.13%, 04/14/30		86		87,530
Reinsurance Group of America Inc.
3.15%, 06/15/30 (Call 03/15/30)		130		129,411
3.90%, 05/15/29 (Call 02/15/29)		250		261,647
3.95%, 09/15/26 (Call 06/15/26)		70		73,896
RenaissanceRe Holdings Ltd., 3.60%, 04/15/29 (Call 01/15/29)		230		239,140
Stewart Information Services Corp., 3.60%, 11/15/31 (Call 08/15/31)		20		19,310
Trinity Acquisition PLC, 4.40%, 03/15/26 (Call 12/15/25)		225		239,321
Unum Group
4.00%, 03/15/24		225		233,026
4.00%, 06/15/29 (Call 03/15/29)		40		42,172
Voya Financial Inc.
3.65%, 06/15/26		210		220,353
4.70%, 01/23/48 (Call 01/23/28), (3 mo. LIBOR US + 2.084%)^(a)		100		95,176
Willis North America Inc.
2.95%, 09/15/29 (Call 06/15/29)		108		105,713
3.60%, 05/15/24 (Call 03/15/24)		87		89,244
4.50%, 09/15/28 (Call 06/15/28)		165		176,312
XLIT Ltd., 4.45%, 03/31/25		235		248,031


				23,215,796

Internet — 0.5%
Alibaba Group Holding Ltd.
2.13%, 02/09/31 (Call 11/09/30)		290		261,244
3.40%, 12/06/27 (Call 09/06/27)		430		436,381
3.60%, 11/28/24 (Call 08/28/24)		705		724,726
Alphabet Inc.
0.45%, 08/15/25 (Call 07/15/25)		255		243,214
0.80%, 08/15/27 (Call 06/15/27)		450		419,436
1.10%, 08/15/30 (Call 05/15/30)		380		344,234
2.00%, 08/15/26 (Call 05/15/26)		513		514,236
3.38%, 02/25/24		307		317,831
Amazon.com Inc.
0.25%, 05/12/23		185		182,673
0.40%, 06/03/23		482		476,891


Security	Par (000)		Value

Internet (continued)
0.45%, 05/12/24	$	510	$	497,225
0.80%, 06/03/25 (Call 05/03/25)		50		48,241
1.00%, 05/12/26 (Call 04/12/26)		530		510,130
1.20%, 06/03/27 (Call 04/03/27)		145		137,875
1.50%, 06/03/30 (Call 03/03/30)		372		344,788
1.65%, 05/12/28 (Call 03/12/28)		610		586,503
2.10%, 05/12/31 (Call 02/12/31)		575		553,415
2.80%, 08/22/24 (Call 06/22/24)		536		548,226
3.15%, 08/22/27 (Call 05/22/27)		512		535,439
3.80%, 12/05/24 (Call 09/05/24)		139		145,669
5.20%, 12/03/25 (Call 09/03/25)		436		480,625
Baidu Inc.
3.63%, 07/06/27		325		335,000
3.88%, 09/29/23 (Call 08/29/23)		205		210,297
4.13%, 06/30/25		225		235,307
Booking Holdings Inc.
2.75%, 03/15/23 (Call 02/15/23)		205		207,249
3.55%, 03/15/28 (Call 12/15/27)		160		168,238
3.60%, 06/01/26 (Call 03/01/26)		313		327,382
3.65%, 03/15/25 (Call 12/15/24)		90		93,538
4.63%, 04/13/30 (Call 01/13/30)		229		256,320
eBay Inc.
1.40%, 05/10/26 (Call 04/10/26)		65		62,299
1.90%, 03/11/25 (Call 02/11/25)		269		265,845
2.60%, 05/10/31 (Call 02/10/31)		180		171,401
2.70%, 03/11/30 (Call 12/11/29)		90		87,126
3.45%, 08/01/24 (Call 05/01/24)		327		335,963
3.60%, 06/05/27 (Call 03/05/27)		276		289,256
Expedia Group Inc.
2.95%, 03/15/31 (Call 12/15/30)		215		206,011
3.25%, 02/15/30 (Call 11/15/29)		255		251,846
3.80%, 02/15/28 (Call 11/15/27)		55		56,568
5.00%, 02/15/26 (Call 11/15/25)		220		236,850
JD.com Inc., 3.38%, 01/14/30 (Call 10/14/29)		290		290,078
VeriSign Inc., 2.70%, 06/15/31 (Call 03/15/31)		180		168,059


				12,563,635

Iron & Steel — 0.1%
ArcelorMittal SA
4.25%, 07/16/29^(c)		210		215,189
4.55%, 03/11/26		85		89,264
Nucor Corp.
2.00%, 06/01/25 (Call 05/01/25)		230		227,590
2.70%, 06/01/30 (Call 03/01/30)		85		83,629
3.95%, 05/01/28 (Call 02/01/28)		242		257,173
4.00%, 08/01/23 (Call 05/01/23)		310		318,221
Reliance Steel & Aluminum Co.
1.30%, 08/15/25 (Call 07/15/25)		15		14,436
4.50%, 04/15/23 (Call 01/15/23)		200		204,620
Steel Dynamics Inc.
1.65%, 10/15/27 (Call 08/15/27)		45		42,367
2.40%, 06/15/25 (Call 05/15/25)		194		193,540
2.80%, 12/15/24 (Call 11/15/24)		5		5,075
3.25%, 01/15/31 (Call 10/15/30)		25		24,966
3.45%, 04/15/30 (Call 01/15/30)		242		246,119
5.00%, 12/15/26 (Call 04/07/22)		85		87,341
Vale Overseas Ltd.
3.75%, 07/08/30 (Call 04/08/30)		225		222,244
6.25%, 08/10/26		423		477,842


				2,709,616


Security	Par (000)		Value

Leisure Time — 0.0%
Brunswick Corp.
0.85%, 08/18/24 (Call 08/18/22)	$	25	$	24,175
2.40%, 08/18/31 (Call 05/18/31)		120		109,795
Harley-Davidson Inc., 3.50%, 07/28/25 (Call 04/28/25)		55		55,953


				189,923

Lodging — 0.1%
Choice Hotels International Inc.
3.70%, 12/01/29 (Call 09/01/29)		135		137,925
3.70%, 01/15/31 (Call 10/15/30)		45		45,557
Hyatt Hotels Corp.
3.38%, 07/15/23 (Call 04/15/23)		188		190,367
4.38%, 09/15/28 (Call 06/15/28)		195		202,153
4.85%, 03/15/26 (Call 12/15/25)		115		122,045
5.38%, 04/23/25 (Call 03/23/25)		30		32,429
Las Vegas Sands Corp.
2.90%, 06/25/25 (Call 05/25/25)		56		54,003
3.20%, 08/08/24 (Call 07/08/24)		245		241,866
3.50%, 08/18/26 (Call 06/18/26)		206		200,271
3.90%, 08/08/29 (Call 05/08/29)		235		224,909
Marriott International Inc./MD
3.75%, 03/15/25 (Call 12/15/24)		135		139,199
Series EE, 5.75%, 05/01/25 (Call 04/01/25)		217		236,660
Series FF, 4.63%, 06/15/30 (Call 03/15/30)		465		502,516
Series R, 3.13%, 06/15/26 (Call 03/15/26)		240		244,298
Series X, 4.00%, 04/15/28 (Call 01/15/28)		25		26,012
Series Z, 4.15%, 12/01/23 (Call 11/01/23)		15		15,484
Sands China Ltd.
3.80%, 01/08/26 (Call 12/08/25)		400		381,524
5.13%, 08/08/25 (Call 06/08/25)		200		201,396
5.40%, 08/08/28 (Call 05/08/28)		325		321,692


				3,520,306

Machinery — 0.4%
Caterpillar Financial Services Corp.
0.45%, 09/14/23		10		9,831
0.60%, 09/13/24		150		145,091
0.80%, 11/13/25		85		80,999
1.15%, 09/14/26		150		143,225
1.70%, 01/08/27		500		488,290
2.15%, 11/08/24		290		291,406
2.85%, 05/17/24		10		10,207
3.25%, 12/01/24		20		20,664
3.30%, 06/09/24		246		253,702
3.45%, 05/15/23		305		312,283
3.65%, 12/07/23		15		15,526
3.75%, 11/24/23		50		51,861
Caterpillar Inc.
1.90%, 03/12/31 (Call 12/12/30)		220		210,118
2.60%, 09/19/29 (Call 06/19/29)		134		134,174
2.60%, 04/09/30 (Call 01/09/30)		210		209,876
3.40%, 05/15/24 (Call 02/15/24)		30		30,985
CNH Industrial Capital LLC
1.45%, 07/15/26 (Call 06/15/26)		120		113,963
1.95%, 07/02/23		5		5,000
4.20%, 01/15/24		76		78,573
CNH Industrial NV
3.85%, 11/15/27 (Call 08/15/27)		122		127,735
4.50%, 08/15/23		204		210,726
Deere & Co.
2.75%, 04/15/25 (Call 03/15/25)		4		4,076
3.10%, 04/15/30 (Call 01/15/30)		10		10,347


Security	Par (000)		Value

Machinery (continued)
5.38%, 10/16/29	$	60	$	71,366
7.13%, 03/03/31		60		80,135
Dover Corp.
2.95%, 11/04/29 (Call 08/04/29)		155		156,790
3.15%, 11/15/25 (Call 08/15/25)		130		134,018
Flowserve Corp.
2.80%, 01/15/32 (Call 10/15/31)		50		46,216
3.50%, 10/01/30 (Call 07/01/30)		45		44,586
IDEX Corp., 2.63%, 06/15/31 (Call 03/15/31)		50		47,643
John Deere Capital Corp.
0.40%, 10/10/23		10		9,824
0.45%, 01/17/24		15		14,666
0.45%, 06/07/24		150		145,499
0.63%, 09/10/24		65		63,147
0.70%, 07/05/23		125		123,583
0.70%, 01/15/26		360		341,658
1.25%, 01/10/25		100		98,041
1.30%, 10/13/26		30		28,879
1.45%, 01/15/31		114		103,954
1.50%, 03/06/28		305		291,412
1.70%, 01/11/27		100		97,764
1.75%, 03/09/27		25		24,451
2.00%, 06/17/31		200		190,114
2.05%, 01/09/25		315		315,718
2.25%, 09/14/26		145		145,767
2.45%, 01/09/30		165		163,068
2.65%, 06/24/24		155		157,556
2.65%, 06/10/26		120		122,348
2.80%, 03/06/23		530		537,340
2.80%, 09/08/27		145		148,650
2.80%, 07/18/29		95		96,422
3.05%, 01/06/28		110		113,959
3.35%, 06/12/24		175		180,353
3.45%, 06/07/23		320		327,840
3.45%, 03/13/25		255		265,572
3.45%, 03/07/29		165		174,415
3.65%, 10/12/23		105		108,357
nVent Finance Sarl
2.75%, 11/15/31 (Call 08/15/31)		140		132,937
4.55%, 04/15/28 (Call 01/15/28)		135		144,828
Oshkosh Corp.
3.10%, 03/01/30 (Call 12/01/29)		60		58,793
4.60%, 05/15/28 (Call 02/15/28)		115		123,651
Otis Worldwide Corp.
2.06%, 04/05/25 (Call 03/05/25)		70		69,421
2.29%, 04/05/27 (Call 02/05/27)		145		142,973
2.57%, 02/15/30 (Call 11/15/29)		434		420,776
Rockwell Automation Inc.
1.75%, 08/15/31 (Call 05/15/31)		35		32,030
2.88%, 03/01/25 (Call 12/01/24)		170		173,970
3.50%, 03/01/29 (Call 12/01/28)		185		195,682
Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/25 (Call 05/15/25)		105		106,015
3.45%, 11/15/26 (Call 08/15/26)		180		182,549
4.40%, 03/15/24 (Call 02/15/24)		245		253,818
4.95%, 09/15/28 (Call 06/15/28)		163		177,052
Xylem Inc./NY
1.95%, 01/30/28 (Call 11/30/27)		165		157,816
2.25%, 01/30/31 (Call 10/30/30)		70		65,842


Security	Par (000)		Value

Machinery (continued)
3.25%, 11/01/26 (Call 08/01/26)	$	120	$	123,235


				10,491,157

Manufacturing — 0.2%
3M Co.
2.00%, 02/14/25 (Call 01/14/25)		123		122,649
2.25%, 03/15/23 (Call 02/15/23)		263		265,296
2.25%, 09/19/26 (Call 06/19/26)		263		262,850
2.38%, 08/26/29 (Call 05/26/29)		253		247,629
2.65%, 04/15/25 (Call 03/15/25)		45		45,665
2.88%, 10/15/27 (Call 07/15/27)		66		67,766
3.00%, 08/07/25		155		159,500
3.05%, 04/15/30 (Call 01/15/30)		167		170,874
3.25%, 02/14/24 (Call 01/14/24)		310		319,129
3.38%, 03/01/29 (Call 12/01/28)		141		147,172
3.63%, 09/14/28 (Call 06/14/28)		113		120,094
Carlisle Companies Inc.
2.75%, 03/01/30 (Call 12/01/29)		220		213,484
3.75%, 12/01/27 (Call 09/01/27)		95		99,173
Eaton Corp., 3.10%, 09/15/27 (Call 06/15/27)		180		185,638
GE Capital International Funding Co. Unlimited Co., 3.37%, 11/15/25		15		15,408
Illinois Tool Works Inc., 2.65%, 11/15/26 (Call 08/15/26)		460		470,309
Parker-Hannifin Corp.
2.70%, 06/14/24 (Call 05/14/24)		115		116,490
3.25%, 03/01/27 (Call 12/01/26)		142		147,023
3.25%, 06/14/29 (Call 03/14/29)		159		162,139
3.30%, 11/21/24 (Call 08/21/24)		200		204,672
Pentair Finance Sarl, 4.50%, 07/01/29 (Call 04/01/29)		145		156,687
Textron Inc.
2.45%, 03/15/31 (Call 12/15/30)		220		206,584
3.00%, 06/01/30 (Call 03/01/30)		45		44,278
3.38%, 03/01/28 (Call 12/01/27)		70		71,474
3.65%, 03/15/27 (Call 12/15/26)		120		124,402
3.88%, 03/01/25 (Call 12/01/24)		30		31,281
3.90%, 09/17/29 (Call 06/17/29)		133		140,109
4.00%, 03/15/26 (Call 12/15/25)		98		102,984
4.30%, 03/01/24 (Call 12/01/23)		80		83,053
Trane Technologies Global Holding Co. Ltd.
3.75%, 08/21/28 (Call 05/21/28)		95		99,077
4.25%, 06/15/23		275		283,374
Trane Technologies Luxembourg Finance SA
3.50%, 03/21/26 (Call 01/21/26)		145		151,365
3.55%, 11/01/24 (Call 08/01/24)		25		25,820
3.80%, 03/21/29 (Call 12/21/28)		273		286,655


				5,350,103

Media — 0.7%
Charter Communications Operating LLC/Charter Communications Operating Capital
2.25%, 01/15/29 (Call 11/15/28)		135		125,478
2.30%, 02/01/32 (Call 11/01/31)		200		180,098
2.80%, 04/01/31 (Call 01/01/31)		50		46,688
3.75%, 02/15/28 (Call 11/15/27)		119		121,868
4.20%, 03/15/28 (Call 12/15/27)		320		334,691
4.50%, 02/01/24 (Call 01/01/24)		509		529,737
4.91%, 07/23/25 (Call 04/23/25)		516		547,419
5.05%, 03/30/29 (Call 12/30/28)		441		480,937
Comcast Corp.
1.50%, 02/15/31 (Call 11/15/30)		700		627,025
1.95%, 01/15/31 (Call 10/15/30)		355		330,473
2.35%, 01/15/27 (Call 10/15/26)		681		679,461


Security	Par (000)		Value

Media (continued)
2.65%, 02/01/30 (Call 11/01/29)	$	155	$	152,983
3.15%, 03/01/26 (Call 12/01/25)		531		548,162
3.15%, 02/15/28 (Call 11/15/27)		317		325,813
3.30%, 02/01/27 (Call 11/01/26)		35		36,354
3.38%, 02/15/25 (Call 11/15/24)		310		320,562
3.38%, 08/15/25 (Call 05/15/25)		282		291,833
3.40%, 04/01/30 (Call 01/01/30)		293		304,653
3.55%, 05/01/28 (Call 02/01/28)		483		506,150
3.70%, 04/15/24 (Call 03/15/24)		569		589,996
3.95%, 10/15/25 (Call 08/15/25)		536		565,812
4.15%, 10/15/28 (Call 07/15/28)		541		586,044
4.25%, 10/15/30 (Call 07/15/30)		90		98,894
Discovery Communications LLC
2.95%, 03/20/23 (Call 02/20/23)		137		138,552
3.45%, 03/15/25 (Call 12/15/24)		155		158,435
3.63%, 05/15/30 (Call 02/15/30)		317		318,125
3.80%, 03/13/24 (Call 01/13/24)		10		10,273
3.90%, 11/15/24 (Call 08/15/24)		155		160,464
3.95%, 06/15/25 (Call 03/15/25)		40		41,408
3.95%, 03/20/28 (Call 12/20/27)		292		301,423
4.13%, 05/15/29 (Call 02/15/29)		200		209,104
4.90%, 03/11/26 (Call 12/11/25)		95		101,526
FactSet Research Systems Inc., 2.90%, 03/01/27 (Call 02/01/27)		45		45,286
Fox Corp.
3.05%, 04/07/25 (Call 03/07/25)		105		107,101
3.50%, 04/08/30 (Call 01/08/30)		55		56,174
4.03%, 01/25/24 (Call 12/25/23)		398		412,463
4.71%, 01/25/29 (Call 10/25/28)		575		628,389
Grupo Televisa SAB, 6.63%, 03/18/25		100		111,182
Paramount Global
2.90%, 01/15/27 (Call 10/15/26)		218		218,650
3.38%, 02/15/28 (Call 11/15/27)		285		291,033
3.50%, 01/15/25 (Call 10/15/24)		149		153,652
3.70%, 08/15/24 (Call 03/03/22)		240		249,617
3.70%, 06/01/28 (Call 03/01/28)		135		139,686
3.88%, 04/01/24 (Call 03/18/22)		156		161,847
4.00%, 01/15/26 (Call 10/15/25)		280		292,233
4.20%, 06/01/29 (Call 03/01/29)		110		115,673
4.75%, 05/15/25 (Call 04/15/25)		265		283,049
4.95%, 01/15/31 (Call 10/15/30)		115		127,072
7.88%, 07/30/30		50		65,233
TCI Communications Inc.
7.13%, 02/15/28		110		136,499
7.88%, 02/15/26		20		24,091
Thomson Reuters Corp.
3.35%, 05/15/26 (Call 02/15/26)		273		282,107
4.30%, 11/23/23 (Call 08/23/23)		160		165,446
Time Warner Entertainment Co. LP, 8.38%, 03/15/23		330		352,387
TWDC Enterprises 18 Corp.
1.85%, 07/30/26		303		297,613
2.95%, 06/15/27^(c)		200		204,676
3.00%, 02/13/26		146		150,123
3.15%, 09/17/25		139		143,039
Walt Disney Co. (The)
1.75%, 08/30/24 (Call 07/30/24)		358		356,482
1.75%, 01/13/26		500		490,755
2.00%, 09/01/29 (Call 06/01/29)		611		582,711
2.20%, 01/13/28		541		530,131
2.65%, 01/13/31		150		148,531


Security	Par (000)		Value

Media (continued)
3.35%, 03/24/25	$	340	$	352,016
3.38%, 11/15/26 (Call 08/15/26)		170		177,307
3.70%, 09/15/24 (Call 06/15/24)		81		84,067
3.70%, 10/15/25 (Call 07/15/25)		172		179,764
3.80%, 03/22/30		360		386,323


				18,272,849

Metal Fabricate & Hardware — 0.0%
Precision Castparts Corp., 3.25%, 06/15/25 (Call 03/15/25)		305		316,126
Timken Co. (The)
3.88%, 09/01/24 (Call 06/01/24)		165		169,968
4.50%, 12/15/28 (Call 09/15/28)		100		107,453


				593,547

Mining — 0.1%
AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 (Call 07/01/30)		200		188,956
BHP Billiton Finance USA Ltd., 3.85%, 09/30/23		115		118,945
Freeport-McMoRan Inc.
3.88%, 03/15/23 (Call 12/15/22)		200		203,408
4.13%, 03/01/28 (Call 03/01/23)		100		101,089
4.25%, 03/01/30 (Call 03/01/25)		100		100,714
4.38%, 08/01/28 (Call 08/01/23)		100		101,611
4.55%, 11/14/24 (Call 08/14/24)		100		104,433
4.63%, 08/01/30 (Call 08/01/25)		198		204,057
5.00%, 09/01/27 (Call 09/01/22)		100		103,112
5.25%, 09/01/29 (Call 09/01/24)		100		104,790
Kinross Gold Corp.
4.50%, 07/15/27 (Call 04/15/27)		109		117,236
5.95%, 03/15/24 (Call 12/15/23)		225		238,273
Newmont Corp.
2.25%, 10/01/30 (Call 07/01/30)		264		247,017
2.80%, 10/01/29 (Call 07/01/29)		96		93,883
Rio Tinto Finance USA Ltd., 7.13%, 07/15/28		145		181,459
Southern Copper Corp., 3.88%, 04/23/25		140		144,203
Yamana Gold Inc., 2.63%, 08/15/31 (Call 05/15/31)		35		32,495


				2,385,681

Multi-National — 0.0%
Asian Development Bank, 0.63%, 10/08/24		150		146,181
Council of Europe Development Bank, 0.88%, 09/22/26		50		48,029
Inter-American Development Bank, 0.50%, 09/23/24		105		102,090


				296,300

Office & Business Equipment — 0.0%
CDW LLC/CDW Finance Corp.
2.67%, 12/01/26 (Call 11/01/26)		120		117,322
3.25%, 02/15/29 (Call 08/15/23)		195		181,713
3.28%, 12/01/28 (Call 10/01/28)		110		108,013
3.57%, 12/01/31 (Call 09/01/31)		100		97,383
4.25%, 04/01/28 (Call 10/01/22)		110		108,843
5.50%, 12/01/24 (Call 06/01/24)		130		136,124


				749,398

Office Furnishings — 0.0%
Steelcase Inc., 5.13%, 01/18/29 (Call 10/18/28)		345		376,112


Oil & Gas — 1.3%
BP Capital Markets America Inc.
1.75%, 08/10/30 (Call 05/10/30)		345		313,112
2.72%, 01/12/32 (Call 10/12/31)		100		95,941
2.75%, 05/10/23		339		343,082
3.02%, 01/16/27 (Call 10/16/26)		205		208,335
3.12%, 05/04/26 (Call 02/04/26)		255		261,977


Security	Par (000)		Value

Oil & Gas (continued)
3.19%, 04/06/25 (Call 03/06/25)	$	340	$	348,333
3.41%, 02/11/26 (Call 12/11/25)		93		96,341
3.54%, 04/06/27 (Call 02/06/27)		20		20,799
3.59%, 04/14/27 (Call 01/14/27)		208		216,884
3.63%, 04/06/30 (Call 01/06/30)		310		322,738
3.79%, 02/06/24 (Call 01/06/24)		45		46,443
3.80%, 09/21/25 (Call 07/21/25)		383		401,568
3.94%, 09/21/28 (Call 06/21/28)		325		344,883
4.23%, 11/06/28 (Call 08/06/28)		41		44,358
BP Capital Markets PLC
3.28%, 09/19/27 (Call 06/19/27)		180		185,252
3.51%, 03/17/25		260		269,511
3.54%, 11/04/24		328		339,480
3.72%, 11/28/28 (Call 08/28/28)		173		181,238
3.81%, 02/10/24		274		283,420
3.99%, 09/26/23		387		399,512
Canadian Natural Resources Ltd.
2.05%, 07/15/25 (Call 06/15/25)		25		24,625
2.95%, 07/15/30 (Call 04/15/30)		40		39,115
3.80%, 04/15/24 (Call 01/15/24)		186		191,266
3.85%, 06/01/27 (Call 03/01/27)		368		384,177
3.90%, 02/01/25 (Call 11/01/24)		281		292,161
Cenovus Energy Inc.
4.40%, 04/15/29 (Call 01/15/29)		170		181,145
5.38%, 07/15/25 (Call 04/15/25)		219		237,208
Cenovus Energy Inc/CA, 2.65%, 01/15/32 (Call 10/15/31)		170		157,328
Chevron Corp.
1.14%, 05/11/23		226		225,173
1.55%, 05/11/25 (Call 04/11/25)		480		473,011
2.00%, 05/11/27 (Call 03/11/27)		155		152,701
2.24%, 05/11/30 (Call 02/11/30)		393		382,794
2.57%, 05/16/23 (Call 03/16/23)		180		182,210
2.90%, 03/03/24 (Call 01/03/24)		299		305,405
2.95%, 05/16/26 (Call 02/16/26)		460		475,341
3.19%, 06/24/23 (Call 03/24/23)		4		4,077
3.33%, 11/17/25 (Call 08/17/25)		154		160,125
Chevron USA Inc.
0.43%, 08/11/23		50		49,257
0.69%, 08/12/25 (Call 07/12/25)		5		4,776
1.02%, 08/12/27 (Call 06/12/27)		245		229,011
3.25%, 10/15/29 (Call 07/15/29)		155		161,625
3.85%, 01/15/28 (Call 10/15/27)		182		195,035
3.90%, 11/15/24 (Call 08/15/24)		30		31,460
CNOOC Finance 2013 Ltd.
2.88%, 09/30/29 (Call 06/30/29)		250		250,865
3.00%, 05/09/23		500		506,315
CNOOC Finance 2014 ULC, 4.25%, 04/30/24		560		585,206
CNOOC Finance 2015 USA LLC
3.50%, 05/05/25		400		413,212
4.38%, 05/02/28		200		218,562
ConocoPhillips
2.40%, 02/15/31 (Call 11/15/30)^(b)		150		146,595
3.75%, 10/01/27 (Call 07/01/27)^(b)		325		347,292
4.30%, 08/15/28 (Call 05/15/28)^(b)		117		128,203
ConocoPhillips Co.
2.40%, 03/07/25 (Call 03/07/23)		50		50,062
3.35%, 11/15/24 (Call 08/15/24)		20		20,620
4.95%, 03/15/26 (Call 12/15/25)		535		586,194
6.95%, 04/15/29		382		488,582


Security	Par (000)		Value

Oil & Gas (continued)
Continental Resources Inc./OK
3.80%, 06/01/24 (Call 03/01/24)	$	260	$	265,561
4.38%, 01/15/28 (Call 10/15/27)		210		217,612
4.50%, 04/15/23 (Call 01/15/23)		200		204,356
Coterra Energy Inc.
3.90%, 05/15/27 (Call 02/15/27)^(b)		215		224,243
4.38%, 06/01/24 (Call 03/01/24)^(b)		243		252,419
4.38%, 03/15/29 (Call 12/15/28)^(b)		118		126,597
Devon Energy Corp.
4.50%, 01/15/30 (Call 01/15/25)		115		120,126
5.25%, 10/15/27 (Call 10/15/22)		10		10,386
5.85%, 12/15/25 (Call 09/15/25)		203		226,416
5.88%, 06/15/28 (Call 06/15/23)		10		10,646
7.88%, 09/30/31		20		26,957
Diamondback Energy Inc.
2.88%, 12/01/24 (Call 03/23/22)		218		220,642
3.13%, 03/24/31 (Call 12/24/30)		10		9,758
3.25%, 12/01/26 (Call 10/01/26)		151		154,327
3.50%, 12/01/29 (Call 09/01/29)		362		365,815
4.75%, 05/31/25 (Call 03/18/22)		180		192,332
Eni USA Inc., 7.30%, 11/15/27		94		114,856
EOG Resources Inc.
2.63%, 03/15/23 (Call 12/15/22)		77		77,619
3.15%, 04/01/25 (Call 01/01/25)		20		20,547
4.15%, 01/15/26 (Call 10/15/25)		425		454,427
4.38%, 04/15/30 (Call 01/15/30)		226		249,956
Equinor ASA
1.75%, 01/22/26 (Call 12/22/25)		525		515,135
2.38%, 05/22/30 (Call 02/22/30)		218		212,301
2.65%, 01/15/24		377		383,089
2.88%, 04/06/25 (Call 03/06/25)		60		61,147
3.00%, 04/06/27 (Call 02/06/27)		268		275,115
3.13%, 04/06/30 (Call 01/06/30)		515		528,642
3.25%, 11/10/24		195		201,008
3.63%, 09/10/28 (Call 06/10/28)		165		174,319
3.70%, 03/01/24		100		103,459
Exxon Mobil Corp.
1.57%, 04/15/23		408		408,991
2.02%, 08/16/24 (Call 07/16/24)		5		5,025
2.28%, 08/16/26 (Call 06/16/26)		315		316,575
2.44%, 08/16/29 (Call 05/16/29)		248		244,188
2.61%, 10/15/30 (Call 07/15/30)		225		223,056
2.71%, 03/06/25 (Call 12/06/24)		365		371,760
2.73%, 03/01/23 (Call 01/01/23)		202		204,398
2.99%, 03/19/25 (Call 02/19/25)		485		498,197
3.04%, 03/01/26 (Call 12/01/25)		560		579,622
3.18%, 03/15/24 (Call 12/15/23)		241		247,659
3.29%, 03/19/27 (Call 01/19/27)		262		274,948
3.48%, 03/19/30 (Call 12/19/29)		571		602,776
Helmerich & Payne Inc., 2.90%, 09/29/31 (Call 06/29/31)^(b)		10		9,587
Hess Corp.
3.50%, 07/15/24 (Call 04/15/24)		280		286,737
4.30%, 04/01/27 (Call 01/01/27)		297		314,131
7.30%, 08/15/31		45		57,307
7.88%, 10/01/29		45		58,107
HollyFrontier Corp.
4.50%, 10/01/30 (Call 07/01/30)		85		85,738
5.88%, 04/01/26 (Call 01/01/26)		345		374,684
Marathon Oil Corp., 4.40%, 07/15/27 (Call 04/15/27)		387		410,924


Security	Par (000)		Value

Oil & Gas (continued)
Marathon Petroleum Corp.
3.63%, 09/15/24 (Call 06/15/24)	$	247	$	253,847
3.80%, 04/01/28 (Call 01/01/28)		190		196,492
4.70%, 05/01/25 (Call 04/01/25)		196		208,301
5.13%, 12/15/26 (Call 09/15/26)		167		183,765
Ovintiv Exploration Inc.
5.38%, 01/01/26 (Call 10/01/25)		100		108,097
5.63%, 07/01/24		200		213,938
Ovintiv Inc.
7.20%, 11/01/31		15		18,440
7.38%, 11/01/31		100		126,481
8.13%, 09/15/30		110		141,115
Phillips 66
0.90%, 02/15/24 (Call 04/07/22)		30		29,488
1.30%, 02/15/26 (Call 01/15/26)		170		162,214
2.15%, 12/15/30 (Call 09/15/30)		180		166,253
3.85%, 04/09/25 (Call 03/09/25)		15		15,610
3.90%, 03/15/28 (Call 12/15/27)		300		314,118
Pioneer Natural Resources Co.
1.90%, 08/15/30 (Call 05/15/30)		215		195,467
2.15%, 01/15/31 (Call 10/15/30)		200		184,606
Shell International Finance BV
0.38%, 09/15/23		30		29,482
2.00%, 11/07/24 (Call 10/07/24)		395		396,236
2.38%, 11/07/29 (Call 08/07/29)		261		254,425
2.50%, 09/12/26		342		345,998
2.75%, 04/06/30 (Call 01/06/30)		395		394,313
2.88%, 05/10/26		450		463,878
3.25%, 05/11/25		543		562,972
3.50%, 11/13/23 (Call 10/13/23)		447		460,495
3.88%, 11/13/28 (Call 08/13/28)		312		334,692
TotalEnergies Capital Canada Ltd., 2.75%, 07/15/23		306		310,321
TotalEnergies Capital International SA
2.43%, 01/10/25 (Call 10/10/24)		172		173,428
2.83%, 01/10/30 (Call 10/10/29)		255		255,839
3.46%, 02/19/29 (Call 11/19/28)		265		276,035
3.70%, 01/15/24		205		212,118
3.75%, 04/10/24		389		399,978
TotalEnergies Capital SA, 3.88%, 10/11/28		172		183,971
Valero Energy Corp.
2.15%, 09/15/27 (Call 07/15/27)		25		24,280
2.80%, 12/01/31 (Call 09/01/31)		100		94,496
2.85%, 04/15/25 (Call 03/15/25)		39		39,438
4.00%, 04/01/29 (Call 01/01/29)		430		449,857
4.35%, 06/01/28 (Call 03/01/28)		30		31,984


				32,790,632

Oil & Gas Services — 0.1%
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc.
1.23%, 12/15/23		30		29,684
2.06%, 12/15/26 (Call 11/15/26)		30		29,299
3.14%, 11/07/29 (Call 08/07/29)		105		105,956
3.34%, 12/15/27 (Call 09/15/27)		514		529,852
4.49%, 05/01/30 (Call 02/01/30)		45		49,458
Halliburton Co.
2.92%, 03/01/30 (Call 12/01/29)		10		9,845
3.50%, 08/01/23 (Call 05/01/23)		431		439,741
3.80%, 11/15/25 (Call 08/15/25)		156		163,415
NOV Inc., 3.60%, 12/01/29 (Call 09/01/29)		182		182,351
Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 (Call 08/17/25)		70		67,960


Security	Par (000)		Value

Oil & Gas Services (continued)
Schlumberger Investment SA
2.65%, 06/26/30 (Call 03/26/30)	$	245	$	238,505
3.65%, 12/01/23 (Call 09/01/23)		432		443,768


				2,289,834

Packaging & Containers — 0.1%
Amcor Finance USA Inc.
3.63%, 04/28/26 (Call 01/28/26)		55		57,572
4.50%, 05/15/28 (Call 02/15/28)		5		5,513
Amcor Flexibles North America Inc.
2.63%, 06/19/30 (Call 03/19/30)		302		291,817
2.69%, 05/25/31 (Call 02/25/31)		115		110,675
Berry Global Inc.
0.95%, 02/15/24 (Call 01/15/24)		20		19,449
1.57%, 01/15/26 (Call 12/15/25)		167		159,064
1.65%, 01/15/27 (Call 12/15/26)		90		83,691
Packaging Corp. of America
3.00%, 12/15/29 (Call 09/15/29)		235		234,991
3.40%, 12/15/27 (Call 09/15/27)		45		46,870
3.65%, 09/15/24 (Call 06/15/24)		106		109,577
Sonoco Products Co.
1.80%, 02/01/25 (Call 02/01/23)		100		97,941
2.25%, 02/01/27 (Call 01/01/27)		85		83,233
3.13%, 05/01/30 (Call 02/01/30)		20		19,980
WestRock MWV LLC, 8.20%, 01/15/30		29		38,288
WestRock RKT LLC, 4.00%, 03/01/23 (Call 03/22/22)		80		81,482
WRKCo Inc.
3.00%, 09/15/24 (Call 07/15/24)		180		183,161
3.38%, 09/15/27 (Call 06/15/27)		105		108,453
3.75%, 03/15/25 (Call 01/15/25)		148		153,763
3.90%, 06/01/28 (Call 03/01/28)		220		229,548
4.00%, 03/15/28 (Call 12/15/27)		90		95,482
4.65%, 03/15/26 (Call 01/15/26)		247		266,503
4.90%, 03/15/29 (Call 12/15/28)		142		157,629


				2,634,682

Pharmaceuticals — 1.6%
AbbVie Inc.
2.60%, 11/21/24 (Call 10/21/24)		717		723,496
2.85%, 05/14/23 (Call 03/14/23)		391		395,927
2.95%, 11/21/26 (Call 09/21/26)		715		726,833
3.20%, 05/14/26 (Call 02/14/26)		425		436,084
3.20%, 11/21/29 (Call 08/21/29)		856		867,941
3.60%, 05/14/25 (Call 02/14/25)		925		955,923
3.75%, 11/14/23 (Call 10/14/23)		150		154,671
3.80%, 03/15/25 (Call 12/15/24)		515		534,905
3.85%, 06/15/24 (Call 03/15/24)		220		227,546
4.25%, 11/14/28 (Call 08/14/28)		418		451,699
AmerisourceBergen Corp.
2.70%, 03/15/31 (Call 12/15/30)		305		294,047
2.80%, 05/15/30 (Call 02/15/30)		10		9,810
3.25%, 03/01/25 (Call 12/01/24)		132		135,489
3.40%, 05/15/24 (Call 02/15/24)		211		216,442
3.45%, 12/15/27 (Call 09/15/27)		205		213,175
Astrazeneca Finance LLC
0.70%, 05/28/24 (Call 05/28/22)		10		9,737
1.20%, 05/28/26 (Call 04/28/26)		540		517,736
1.75%, 05/28/28 (Call 03/28/28)		315		301,427
2.25%, 05/28/31 (Call 02/28/31)		110		105,796
AstraZeneca PLC
0.30%, 05/26/23		260		256,469
0.70%, 04/08/26 (Call 03/08/26)		180		169,186


Security	Par (000)		Value

Pharmaceuticals (continued)
1.38%, 08/06/30 (Call 05/06/30)	$	227	$	204,597
3.13%, 06/12/27 (Call 03/12/27)		95		98,354
3.38%, 11/16/25		397		413,499
3.50%, 08/17/23 (Call 07/17/23)		243		249,386
4.00%, 01/17/29 (Call 10/17/28)		193		208,932
Becton Dickinson and Co.
1.96%, 02/11/31 (Call 11/11/30)		280		255,016
2.82%, 05/20/30 (Call 02/20/30)		208		204,768
3.36%, 06/06/24 (Call 04/06/24)		198		202,958
3.70%, 06/06/27 (Call 03/06/27)		289		303,222
3.73%, 12/15/24 (Call 09/15/24)		106		109,662
Bristol-Myers Squibb Co.
0.54%, 11/13/23 (Call 04/07/22)		15		14,749
0.75%, 11/13/25 (Call 10/13/25)		145		137,586
1.13%, 11/13/27 (Call 09/13/27)		10		9,406
1.45%, 11/13/30 (Call 08/13/30)		20		18,106
2.90%, 07/26/24 (Call 06/26/24)		531		543,675
2.95%, 03/15/32 (Call 12/15/31)		55		55,791
3.20%, 06/15/26 (Call 04/15/26)		455		474,051
3.25%, 11/01/23		220		225,938
3.25%, 02/27/27		241		252,064
3.40%, 07/26/29 (Call 04/26/29)		710		747,559
3.45%, 11/15/27 (Call 08/15/27)		311		328,086
3.88%, 08/15/25 (Call 04/04/22)		205		216,228
3.90%, 02/20/28 (Call 11/20/27)		390		419,597
Cardinal Health Inc.
3.08%, 06/15/24 (Call 04/15/24)		245		249,496
3.41%, 06/15/27 (Call 03/15/27)		325		336,879
3.50%, 11/15/24 (Call 08/15/24)		205		211,029
3.75%, 09/15/25 (Call 06/15/25)		150		156,153
Cigna Corp.
2.38%, 03/15/31 (Call 12/15/30)		215		202,386
2.40%, 03/15/30 (Call 12/15/29)		639		607,242
3.00%, 07/15/23 (Call 05/16/23)		216		219,275
3.05%, 10/15/27 (Call 07/15/27)		295		300,407
3.25%, 04/15/25 (Call 01/15/25)		235		240,132
3.40%, 03/01/27 (Call 12/01/26)		275		284,927
3.50%, 06/15/24 (Call 03/17/24)		200		205,404
3.75%, 07/15/23 (Call 06/15/23)		158		162,174
4.13%, 11/15/25 (Call 09/15/25)		479		504,588
4.38%, 10/15/28 (Call 07/15/28)		560		606,995
4.50%, 02/25/26 (Call 11/27/25)		290		310,575
CVS Health Corp.
1.30%, 08/21/27 (Call 06/21/27)		460		429,070
1.75%, 08/21/30 (Call 05/21/30)		520		470,200
1.88%, 02/28/31 (Call 11/28/30)		400		363,512
2.13%, 09/15/31 (Call 06/15/31)		90		83,278
2.88%, 06/01/26 (Call 03/01/26)		360		364,223
3.00%, 08/15/26 (Call 06/15/26)		20		20,347
3.25%, 08/15/29 (Call 05/15/29)		447		454,492
3.38%, 08/12/24 (Call 05/12/24)		135		138,664
3.63%, 04/01/27 (Call 02/01/27)		20		20,941
3.75%, 04/01/30 (Call 01/01/30)		298		312,674
3.88%, 07/20/25 (Call 04/20/25)		125		130,665
4.00%, 12/05/23 (Call 09/05/23)		20		20,653
4.10%, 03/25/25 (Call 01/25/25)		65		68,209
4.30%, 03/25/28 (Call 12/25/27)		565		610,697
Eli Lilly & Co.
2.75%, 06/01/25 (Call 03/01/25)		35		35,723
3.10%, 05/15/27 (Call 02/15/27)		130		134,761


Security	Par (000)		Value

Pharmaceuticals (continued)
3.38%, 03/15/29 (Call 12/15/28)	$	355	$	374,600
GlaxoSmithKline Capital Inc.
2.80%, 03/18/23		77		78,066
3.38%, 05/15/23		481		491,616
3.63%, 05/15/25		118		123,447
3.88%, 05/15/28		410		439,581
GlaxoSmithKline Capital PLC
0.53%, 10/01/23 (Call 10/01/22)		25		24,584
3.00%, 06/01/24 (Call 05/01/24)		449		459,094
3.38%, 06/01/29 (Call 03/01/29)		70		73,241
Johnson & Johnson
0.55%, 09/01/25 (Call 08/01/25)		120		114,260
0.95%, 09/01/27 (Call 07/01/27)		5		4,713
1.30%, 09/01/30 (Call 06/01/30)		95		87,144
2.05%, 03/01/23 (Call 01/01/23)		240		241,774
2.45%, 03/01/26 (Call 12/01/25)		622		633,252
2.63%, 01/15/25 (Call 11/15/24)		85		86,815
2.90%, 01/15/28 (Call 10/15/27)		305		315,336
2.95%, 03/03/27 (Call 12/03/26)		295		305,977
3.38%, 12/05/23		329		340,607
McKesson Corp.
0.90%, 12/03/25 (Call 11/03/25)		10		9,460
1.30%, 08/15/26 (Call 07/15/26)		100		94,778
2.85%, 03/15/23 (Call 12/15/22)		160		161,774
3.80%, 03/15/24 (Call 12/15/23)		335		345,603
3.95%, 02/16/28 (Call 11/16/27)		130		137,897
Mead Johnson Nutrition Co., 4.13%, 11/15/25 (Call 08/15/25)		305		321,174
Merck & Co. Inc.
0.75%, 02/24/26 (Call 01/24/26)		65		61,908
1.45%, 06/24/30 (Call 03/24/30)		60		54,802
1.70%, 06/10/27 (Call 05/10/27)		445		433,528
1.90%, 12/10/28 (Call 10/10/28)		330		319,988
2.15%, 12/10/31 (Call 09/10/31)		565		539,716
2.75%, 02/10/25 (Call 11/10/24)		710		726,330
2.80%, 05/18/23		505		513,696
2.90%, 03/07/24 (Call 02/07/24)		187		191,269
3.40%, 03/07/29 (Call 12/07/28)		435		457,907
Mylan Inc.
4.20%, 11/29/23 (Call 08/29/23)		92		94,613
4.55%, 04/15/28 (Call 01/15/28)		140		149,153
Novartis Capital Corp.
1.75%, 02/14/25 (Call 01/14/25)		70		69,594
2.00%, 02/14/27 (Call 12/14/26)		366		362,834
2.20%, 08/14/30 (Call 05/14/30)		20		19,445
3.00%, 11/20/25 (Call 08/20/25)		19		19,604
3.10%, 05/17/27 (Call 02/17/27)		338		350,587
3.40%, 05/06/24		691		714,197
Pfizer Inc.
0.80%, 05/28/25 (Call 04/28/25)		335		323,221
1.70%, 05/28/30 (Call 02/28/30)		237		221,026
1.75%, 08/18/31 (Call 05/18/31)		175		162,178
2.63%, 04/01/30 (Call 01/01/30)		66		66,103
2.75%, 06/03/26		165		169,587
2.95%, 03/15/24 (Call 02/15/24)		95		97,226
3.00%, 06/15/23		315		321,187
3.00%, 12/15/26		433		450,536
3.20%, 09/15/23 (Call 08/15/23)		176		180,407
3.40%, 05/15/24		410		424,649
3.45%, 03/15/29 (Call 12/15/28)		157		165,715


Security	Par (000)		Value

Pharmaceuticals (continued)
3.60%, 09/15/28 (Call 06/15/28)	$	515	$	551,601
Sanofi
3.38%, 06/19/23 (Call 05/19/23)		305		312,082
3.63%, 06/19/28 (Call 03/19/28)		300		323,955
Shire Acquisitions Investments Ireland DAC
2.88%, 09/23/23 (Call 07/23/23)		478		484,410
3.20%, 09/23/26 (Call 06/23/26)		630		646,544
Takeda Pharmaceutical Co. Ltd.
2.05%, 03/31/30 (Call 12/31/29)		395		366,098
4.40%, 11/26/23 (Call 10/26/23)		290		301,046
5.00%, 11/26/28 (Call 08/26/28)		360		406,548
Utah Acquisition Sub Inc., 3.95%, 06/15/26 (Call 03/15/26)		474		489,486
Viatris Inc.
1.65%, 06/22/25 (Call 05/22/25)		345		333,463
2.30%, 06/22/27 (Call 04/22/27)		65		62,532
2.70%, 06/22/30 (Call 03/22/30)		230		214,753
Wyeth LLC, 6.45%, 02/01/24		25		27,140
Zoetis Inc.
2.00%, 05/15/30 (Call 02/15/30)		55		51,165
3.00%, 09/12/27 (Call 06/12/27)		240		244,646
3.90%, 08/20/28 (Call 05/20/28)		123		130,166
4.50%, 11/13/25 (Call 08/13/25)		191		203,894


				39,728,668

Pipelines — 1.0%
Boardwalk Pipelines LP
3.40%, 02/15/31 (Call 11/15/30)		135		132,264
4.45%, 07/15/27 (Call 04/15/27)		15		15,829
4.80%, 05/03/29 (Call 02/03/29)		190		204,607
4.95%, 12/15/24 (Call 09/15/24)		140		147,895
5.95%, 06/01/26 (Call 03/01/26)		90		100,192
Cheniere Corpus Christi Holdings LLC
3.70%, 11/15/29 (Call 05/18/29)		255		260,347
5.13%, 06/30/27 (Call 01/01/27)		324		353,669
5.88%, 03/31/25 (Call 10/02/24)		429		463,397
Columbia Pipeline Group Inc., 4.50%, 06/01/25 (Call 03/01/25)		257		272,785
Eastern Gas Transmission & Storage Inc., 3.00%, 11/15/29 (Call 08/15/29)^(b)		154		153,382
Enbridge Energy Partners LP, 5.88%, 10/15/25 (Call 07/15/25)		190		210,313
Enbridge Inc.
0.55%, 10/04/23		10		9,795
1.60%, 10/04/26 (Call 09/04/26)		20		19,101
2.15%, 02/16/24		35		35,070
2.50%, 01/15/25 (Call 12/15/24)		20		20,037
2.50%, 02/14/25		30		30,108
3.13%, 11/15/29 (Call 08/15/29)		15		15,061
3.50%, 06/10/24 (Call 03/10/24)		390		399,645
3.70%, 07/15/27 (Call 04/15/27)		245		255,540
4.00%, 10/01/23 (Call 07/01/23)		45		46,245
4.25%, 12/01/26 (Call 09/01/26)		341		363,564
Energy Transfer LP
2.90%, 05/15/25 (Call 04/15/25)		230		231,322
3.75%, 05/15/30 (Call 02/15/30)		35		35,474
3.90%, 05/15/24 (Call 02/15/24)		190		195,143
3.90%, 07/15/26 (Call 04/15/26)		30		31,013
4.00%, 10/01/27 (Call 07/01/27)		110		113,643
4.05%, 03/15/25 (Call 12/15/24)		181		187,451
4.15%, 09/15/29 (Call 06/15/29)		180		185,641
4.20%, 04/15/27 (Call 01/15/27)		117		121,761


Security	Par (000)		Value

Pipelines (continued)
4.25%, 03/15/23 (Call 12/15/22)	$	230	$	234,476
4.25%, 04/01/24 (Call 01/01/24)		287		296,614
4.40%, 03/15/27 (Call 12/15/26)		132		138,653
4.50%, 04/15/24 (Call 03/15/24)		312		324,960
4.75%, 01/15/26 (Call 10/15/25)		215		228,392
4.90%, 02/01/24 (Call 11/01/23)		140		145,694
4.95%, 05/15/28 (Call 02/15/28)		216		232,742
4.95%, 06/15/28 (Call 03/15/28)		384		415,534
5.25%, 04/15/29 (Call 01/15/29)		226		248,347
5.50%, 06/01/27 (Call 03/01/27)		268		295,733
5.95%, 12/01/25 (Call 09/01/25)		74		81,313
Series 5Y, 4.20%, 09/15/23 (Call 08/15/23)		147		151,294
Enterprise Products Operating LLC
2.80%, 01/31/30 (Call 10/31/29)		245		241,337
3.13%, 07/31/29 (Call 04/30/29)		260		262,540
3.35%, 03/15/23 (Call 12/15/22)		424		429,741
3.70%, 02/15/26 (Call 11/15/25)		175		182,630
3.75%, 02/15/25 (Call 11/15/24)		354		368,241
3.90%, 02/15/24 (Call 11/15/23)		325		336,073
3.95%, 02/15/27 (Call 11/15/26)		210		221,726
4.15%, 10/16/28 (Call 07/16/28)		120		128,964
5.38%, 02/15/78 (Call 02/15/28), (3 mo. LIBOR US + 2.570%)^(a)		200		185,598
Series E, 5.25%, 08/16/77 (Call 08/16/27), (3 mo. LIBOR US + 3.033%)^(a)		100		95,207
FactSet Research Systems Inc., 3.45%, 03/01/32 (Call 12/01/31)		45		45,212
Kemper Corp., 3.80%, 02/23/32 (Call 11/23/31)		50		50,226
Kinder Morgan Energy Partners LP
3.50%, 09/01/23 (Call 06/01/23)		204		207,958
4.15%, 02/01/24 (Call 11/01/23)		90		92,891
4.25%, 09/01/24 (Call 06/01/24)		135		140,465
4.30%, 05/01/24 (Call 02/01/24)		195		202,314
Kinder Morgan Inc.
1.75%, 11/15/26 (Call 10/15/26)		125		119,771
2.00%, 02/15/31 (Call 11/15/30)		257		230,807
4.30%, 06/01/25 (Call 03/01/25)		65		68,142
4.30%, 03/01/28 (Call 12/01/27)		480		511,531
Magellan Midstream Partners LP
3.25%, 06/01/30 (Call 03/01/30)		100		99,951
5.00%, 03/01/26 (Call 12/01/25)		135		146,800
MPLX LP
1.75%, 03/01/26 (Call 02/01/26)		361		346,946
2.65%, 08/15/30 (Call 05/15/30)		355		334,570
3.38%, 03/15/23 (Call 02/15/23)		138		140,150
4.00%, 02/15/25 (Call 11/15/24)		60		62,400
4.00%, 03/15/28 (Call 12/15/27)		255		266,126
4.13%, 03/01/27 (Call 12/01/26)		375		395,325
4.50%, 07/15/23 (Call 04/15/23)		165		169,570
4.80%, 02/15/29 (Call 11/15/28)		50		54,782
4.88%, 12/01/24 (Call 09/01/24)		269		285,051
4.88%, 06/01/25 (Call 03/01/25)		235		250,266
ONEOK Inc.
2.20%, 09/15/25 (Call 08/15/25)		65		64,149
2.75%, 09/01/24 (Call 08/01/24)		115		115,618
3.10%, 03/15/30 (Call 12/15/29)		95		92,095
3.40%, 09/01/29 (Call 06/01/29)		201		199,050
4.00%, 07/13/27 (Call 04/13/27)		126		131,181
4.35%, 03/15/29 (Call 12/15/28)		220		230,479
4.55%, 07/15/28 (Call 04/15/28)		165		176,080


Security	Par (000)		Value

Pipelines (continued)
5.85%, 01/15/26 (Call 12/15/25)	$	120	$	133,580
6.35%, 01/15/31 (Call 10/15/30)		45		53,404
7.50%, 09/01/23 (Call 06/01/23)		135		144,110
ONEOK Partners LP
4.90%, 03/15/25 (Call 12/15/24)		122		129,347
5.00%, 09/15/23 (Call 06/15/23)		115		119,226
Phillips 66 Partners LP
2.45%, 12/15/24 (Call 11/15/24)		138		138,640
3.15%, 12/15/29 (Call 09/15/29)		25		24,833
3.55%, 10/01/26 (Call 07/01/26)		90		92,713
3.61%, 02/15/25 (Call 11/15/24)		10		10,314
3.75%, 03/01/28 (Call 12/01/27)		160		164,773
Plains All American Pipeline LP/PAA Finance Corp.
3.55%, 12/15/29 (Call 09/15/29)		40		39,577
3.60%, 11/01/24 (Call 08/01/24)		295		302,050
3.80%, 09/15/30 (Call 06/15/30)		60		60,115
3.85%, 10/15/23 (Call 07/15/23)		240		245,537
4.50%, 12/15/26 (Call 09/15/26)		296		315,628
4.65%, 10/15/25 (Call 07/15/25)		252		267,067
Sabine Pass Liquefaction LLC
4.20%, 03/15/28 (Call 09/15/27)		129		135,864
4.50%, 05/15/30 (Call 11/15/29)		367		395,131
5.00%, 03/15/27 (Call 09/15/26)		369		401,561
5.63%, 04/15/23 (Call 01/15/23)		275		284,061
5.63%, 03/01/25 (Call 12/01/24)		495		534,422
5.75%, 05/15/24 (Call 02/15/24)		500		532,000
5.88%, 06/30/26 (Call 12/31/25)		285		316,854
Spectra Energy Partners LP
3.38%, 10/15/26 (Call 07/15/26)		186		191,489
3.50%, 03/15/25 (Call 12/15/24)		155		159,295
4.75%, 03/15/24 (Call 12/15/23)		35		36,607
TC PipeLines LP
3.90%, 05/25/27 (Call 02/25/27)		110		116,686
4.38%, 03/13/25 (Call 12/13/24)		105		110,352
Tennessee Gas Pipeline Co. LLC
7.00%, 03/15/27		10		11,981
7.00%, 10/15/28		155		188,881
TransCanada PipeLines Ltd.
1.00%, 10/12/24 (Call 09/12/24)		30		29,071
2.50%, 10/12/31 (Call 07/12/31)		220		206,347
3.75%, 10/16/23 (Call 07/16/23)		321		329,307
4.10%, 04/15/30 (Call 01/15/30)		260		275,818
4.25%, 05/15/28 (Call 02/15/28)		285		304,169
4.88%, 01/15/26 (Call 10/15/25)		110		119,021
Transcontinental Gas Pipe Line Co. LLC
3.25%, 05/15/30 (Call 02/15/30)		50		50,261
4.00%, 03/15/28 (Call 12/15/27)		305		322,074
7.85%, 02/01/26 (Call 11/01/25)		205		242,345
Williams Companies Inc. (The)
2.60%, 03/15/31 (Call 12/15/30)		55		52,034
3.50%, 11/15/30 (Call 08/15/30)		170		172,880
3.75%, 06/15/27 (Call 03/15/27)		484		504,565
3.90%, 01/15/25 (Call 10/15/24)		403		418,374
4.00%, 09/15/25 (Call 06/15/25)		80		83,461
4.30%, 03/04/24 (Call 12/04/23)		180		186,631
4.50%, 11/15/23 (Call 08/15/23)		25		25,922
4.55%, 06/24/24 (Call 03/24/24)		153		160,407


				24,224,794


Security	Par (000)		Value

Real Estate — 0.0%
Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24)	$	5	$	5,194
CBRE Services Inc.
2.50%, 04/01/31 (Call 01/01/31)		265		250,859
4.88%, 03/01/26 (Call 12/01/25)		65		70,600
Essential Properties LP, 2.95%, 07/15/31 (Call 04/15/31)		130		119,746


				446,399

Real Estate Investment Trusts — 1.8%
Agree LP, 2.90%, 10/01/30 (Call 07/01/30)		166		160,748
Alexandria Real Estate Equities Inc.
2.75%, 12/15/29 (Call 09/15/29)		75		74,191
3.38%, 08/15/31 (Call 05/15/31)		50		51,107
3.45%, 04/30/25 (Call 02/28/25)		265		274,336
3.80%, 04/15/26 (Call 02/15/26)		184		193,861
3.95%, 01/15/27 (Call 10/15/26)		100		106,382
3.95%, 01/15/28 (Call 10/15/27)		100		106,204
4.50%, 07/30/29 (Call 04/30/29)		55		60,641
4.70%, 07/01/30 (Call 04/01/30)		25		27,950
4.90%, 12/15/30 (Call 09/15/30)		90		103,222
American Assets Trust LP, 3.38%, 02/01/31 (Call 11/01/30)		70		67,855
American Campus Communities Operating Partnership LP
2.25%, 01/15/29 (Call 11/15/28)		135		126,976
2.85%, 02/01/30 (Call 11/01/29)		195		189,164
3.30%, 07/15/26 (Call 05/15/26)		200		205,784
3.63%, 11/15/27 (Call 08/15/27)		75		77,686
3.75%, 04/15/23 (Call 01/15/23)		30		30,456
4.13%, 07/01/24 (Call 04/01/24)		10		10,389
American Homes 4 Rent LP
4.25%, 02/15/28 (Call 11/15/27)		220		232,144
4.90%, 02/15/29 (Call 11/15/28)		25		27,497
American Tower Corp.
1.30%, 09/15/25 (Call 08/15/25)		45		43,124
1.45%, 09/15/26 (Call 08/15/26)		225		213,120
1.50%, 01/31/28 (Call 11/30/27)		190		174,160
1.60%, 04/15/26 (Call 03/15/26)		5		4,795
1.88%, 10/15/30 (Call 07/15/30)		480		425,285
2.10%, 06/15/30 (Call 03/15/30)		55		49,872
2.30%, 09/15/31 (Call 06/15/31)		315		286,218
2.40%, 03/15/25 (Call 02/15/25)		225		224,305
2.70%, 04/15/31 (Call 01/15/31)		25		23,562
2.75%, 01/15/27 (Call 11/15/26)		140		139,817
2.90%, 01/15/30 (Call 10/15/29)		38		36,685
2.95%, 01/15/25 (Call 12/15/24)		177		178,938
3.13%, 01/15/27 (Call 10/15/26)		183		184,942
3.38%, 05/15/24 (Call 04/15/24)		212		216,702
3.38%, 10/15/26 (Call 07/15/26)		221		226,837
3.55%, 07/15/27 (Call 04/15/27)		210		216,012
3.60%, 01/15/28 (Call 10/15/27)		125		128,305
3.80%, 08/15/29 (Call 05/15/29)		179		185,014
3.95%, 03/15/29 (Call 12/15/28)		169		175,510
4.00%, 06/01/25 (Call 03/01/25)		190		197,807
4.40%, 02/15/26 (Call 11/15/25)		186		197,316
5.00%, 02/15/24		190		200,152
AvalonBay Communities Inc.
1.90%, 12/01/28 (Call 10/01/28)		305		290,692
2.05%, 01/15/32 (Call 10/15/31)		230		214,544
2.30%, 03/01/30 (Call 12/01/29)		250		241,782
2.45%, 01/15/31 (Call 10/17/30)		120		116,788
2.95%, 05/11/26 (Call 02/11/26)		10		10,254
3.30%, 06/01/29 (Call 03/01/29)		10		10,365


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.35%, 05/15/27 (Call 02/15/27)	$	70	$	72,893
3.45%, 06/01/25 (Call 03/03/25)		101		104,169
4.20%, 12/15/23 (Call 09/16/23)		20		20,695
Boston Properties LP
2.75%, 10/01/26 (Call 07/01/26)		352		352,862
2.90%, 03/15/30 (Call 12/15/29)		187		182,327
3.13%, 09/01/23 (Call 06/01/23)		176		178,825
3.20%, 01/15/25 (Call 10/15/24)		155		158,421
3.25%, 01/30/31 (Call 10/30/30)		15		14,974
3.40%, 06/21/29 (Call 03/21/29)		200		204,410
3.65%, 02/01/26 (Call 11/03/25)		275		284,848
3.80%, 02/01/24 (Call 11/01/23)		229		235,467
4.50%, 12/01/28 (Call 09/01/28)		50		54,546
Brandywine Operating Partnership LP
3.95%, 11/15/27 (Call 08/15/27)		120		125,242
4.10%, 10/01/24 (Call 07/01/24)		70		72,389
Brixmor Operating Partnership LP
2.50%, 08/16/31 (Call 05/16/31)		100		92,233
3.65%, 06/15/24 (Call 04/15/24)		295		303,838
3.85%, 02/01/25 (Call 11/01/24)		50		51,951
3.90%, 03/15/27 (Call 12/15/26)		175		182,423
4.05%, 07/01/30 (Call 04/01/30)		55		57,545
4.13%, 06/15/26 (Call 03/15/26)		170		179,183
4.13%, 05/15/29 (Call 02/15/29)		105		110,833
Broadstone Net Lease LLC, 2.60%, 09/15/31 (Call 06/15/31)		110		101,687
Camden Property Trust
2.80%, 05/15/30 (Call 02/15/30)		300		297,282
3.15%, 07/01/29 (Call 04/01/29)		10		10,205
4.10%, 10/15/28 (Call 07/15/28)		128		138,464
CC Holdings GS V LLC/Crown Castle GS III Corp., 3.85%, 04/15/23		286		292,973
Corporate Office Properties LP, 2.00%, 01/15/29 (Call 11/15/28)		115		106,067
Crown Castle International Corp.
1.05%, 07/15/26 (Call 06/15/26)		338		315,695
1.35%, 07/15/25 (Call 06/15/25)		55		52,773
2.10%, 04/01/31 (Call 01/01/31)		570		513,427
2.25%, 01/15/31 (Call 10/15/30)		85		77,379
2.50%, 07/15/31 (Call 04/15/31)		5		4,642
3.10%, 11/15/29 (Call 08/15/29)		65		63,978
3.20%, 09/01/24 (Call 07/01/24)		387		394,829
3.30%, 07/01/30 (Call 04/01/30)		140		138,849
3.65%, 09/01/27 (Call 06/01/27)		193		199,799
3.70%, 06/15/26 (Call 03/15/26)		263		272,918
3.80%, 02/15/28 (Call 11/15/27)		224		232,817
4.00%, 03/01/27 (Call 12/01/26)		249		261,393
4.30%, 02/15/29 (Call 11/15/28)		50		53,200
4.45%, 02/15/26 (Call 11/15/25)		414		439,954
CubeSmart LP
2.25%, 12/15/28 (Call 10/15/28)		100		95,064
3.00%, 02/15/30 (Call 11/15/29)		10		9,920
3.13%, 09/01/26 (Call 06/01/26)		30		30,630
4.00%, 11/15/25 (Call 08/15/25)		140		146,461
4.38%, 02/15/29 (Call 11/15/28)		130		140,588
CyrusOne LP/CyrusOne Finance Corp.
2.15%, 11/01/30 (Call 08/01/30)		15		14,566
2.90%, 11/15/24 (Call 10/15/24)		335		341,271
3.45%, 11/15/29 (Call 08/15/29)		201		212,947
Digital Realty Trust LP
3.60%, 07/01/29 (Call 04/01/29)		221		227,482


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.70%, 08/15/27 (Call 05/15/27)	$	231	$	241,917
4.45%, 07/15/28 (Call 04/15/28)		186		200,672
Duke Realty LP
1.75%, 07/01/30 (Call 04/01/30)		90		81,734
1.75%, 02/01/31 (Call 11/01/30)		130		117,261
2.25%, 01/15/32 (Call 10/15/31)		395		370,210
2.88%, 11/15/29 (Call 08/15/29)		75		74,960
3.38%, 12/15/27 (Call 09/15/27)		180		186,295
4.00%, 09/15/28 (Call 06/15/28)		100		107,186
EPR Properties
3.75%, 08/15/29 (Call 05/15/29)		100		96,320
4.50%, 04/01/25 (Call 01/01/25)		100		102,842
4.50%, 06/01/27 (Call 03/01/27)		100		101,922
4.75%, 12/15/26 (Call 09/15/26)		100		103,433
4.95%, 04/15/28 (Call 01/15/28)		100		103,066
Equinix Inc.
1.00%, 09/15/25 (Call 08/15/25)		295		279,436
1.25%, 07/15/25 (Call 06/15/25)		15		14,305
1.45%, 05/15/26 (Call 04/15/26)		300		285,438
1.55%, 03/15/28 (Call 01/15/28)		245		225,177
1.80%, 07/15/27 (Call 05/15/27)		185		174,832
2.00%, 05/15/28 (Call 03/15/28)		110		103,125
2.15%, 07/15/30 (Call 04/15/30)		50		45,614
2.50%, 05/15/31 (Call 02/15/31)		50		46,244
2.90%, 11/18/26 (Call 09/18/26)		206		207,524
3.20%, 11/18/29 (Call 08/18/29)		468		461,897
ERP Operating LP
1.85%, 08/01/31 (Call 05/01/31)		80		73,762
2.85%, 11/01/26 (Call 08/01/26)		94		96,228
3.00%, 04/15/23 (Call 01/15/23)		90		91,157
3.00%, 07/01/29 (Call 04/01/29)		178		180,056
3.25%, 08/01/27 (Call 05/01/27)		135		139,802
4.15%, 12/01/28 (Call 09/01/28)		204		220,710
Essex Portfolio LP
1.65%, 01/15/31 (Call 10/15/30)		109		96,637
2.55%, 06/15/31 (Call 03/15/31)		145		138,323
3.25%, 05/01/23 (Call 02/01/23)		145		146,747
3.38%, 04/15/26 (Call 01/15/26)		135		138,955
3.50%, 04/01/25 (Call 01/01/25)		145		149,488
3.63%, 05/01/27 (Call 02/01/27)		30		31,481
3.88%, 05/01/24 (Call 02/01/24)		70		72,283
4.00%, 03/01/29 (Call 12/01/28)		35		37,264
Extra Space Storage LP, 2.55%, 06/01/31 (Call 03/01/31)		115		108,505
Federal Realty Investment Trust
1.25%, 02/15/26 (Call 01/15/26)		25		23,904
3.20%, 06/15/29 (Call 03/15/29)		155		157,323
3.25%, 07/15/27 (Call 04/15/27)		95		98,080
3.50%, 06/01/30 (Call 03/01/30)		100		102,619
3.95%, 01/15/24 (Call 10/15/23)		90		92,694
GLP Capital LP/GLP Financing II Inc.
3.25%, 01/15/32 (Call 10/15/31)		145		136,354
4.00%, 01/15/30 (Call 10/15/29)		105		105,858
4.00%, 01/15/31 (Call 10/15/30)		20		20,223
5.25%, 06/01/25 (Call 03/01/25)		64		67,642
5.30%, 01/15/29 (Call 10/15/28)		255		277,443
5.38%, 11/01/23 (Call 08/01/23)		320		333,571
5.38%, 04/15/26 (Call 01/15/26)		325		347,932
5.75%, 06/01/28 (Call 03/03/28)		176		194,660
Healthcare Realty Trust Inc.
2.05%, 03/15/31 (Call 12/15/30)		65		59,494


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
2.40%, 03/15/30 (Call 12/15/29)	$	10	$	9,448
3.63%, 01/15/28 (Call 10/15/27)		85		87,363
Healthcare Trust of America Holdings LP
2.00%, 03/15/31 (Call 12/15/30)		55		49,703
3.10%, 02/15/30 (Call 11/15/29)		95		93,698
3.50%, 08/01/26 (Call 05/01/26)		220		228,019
3.75%, 07/01/27 (Call 04/01/27)		175		184,047
Healthpeak Properties Inc.
2.13%, 12/01/28 (Call 10/01/28)		225		215,660
3.00%, 01/15/30 (Call 10/15/29)		340		339,160
3.25%, 07/15/26 (Call 05/15/26)		20		20,691
3.40%, 02/01/25 (Call 11/01/24)		22		22,593
3.50%, 07/15/29 (Call 04/15/29)		45		46,573
4.00%, 06/01/25 (Call 03/01/25)		278		290,591
Highwoods Realty LP
2.60%, 02/01/31 (Call 11/01/30)		15		14,194
3.05%, 02/15/30 (Call 11/15/29)		20		19,737
3.88%, 03/01/27 (Call 12/01/26)		10		10,554
4.20%, 04/15/29 (Call 01/15/29)		260		274,851
Host Hotels & Resorts LP
3.88%, 04/01/24 (Call 02/01/24)		10		10,220
Series E, 4.00%, 06/15/25 (Call 03/15/25)		250		258,840
Series F, 4.50%, 02/01/26 (Call 11/01/25)		60		62,963
Series H, 3.38%, 12/15/29 (Call 09/15/29)		10		9,857
Series I, 3.50%, 09/15/30 (Call 06/15/30)		10		9,784
Series J, 2.90%, 12/15/31 (Call 09/15/31)		95		87,795
Hudson Pacific Properties LP
3.95%, 11/01/27 (Call 08/01/27)		10		10,405
4.65%, 04/01/29 (Call 01/01/29)		205		222,466
Invitation Homes Operating Partnership LP
2.00%, 08/15/31 (Call 05/15/31)		35		31,113
2.30%, 11/15/28 (Call 09/15/28)		230		217,401
Kilroy Realty LP
3.05%, 02/15/30 (Call 11/15/29)		20		19,659
3.45%, 12/15/24 (Call 09/15/24)		230		235,748
4.25%, 08/15/29 (Call 05/15/29)		55		58,447
4.38%, 10/01/25 (Call 07/01/25)		70		73,795
Kimco Realty Corp.
1.90%, 03/01/28 (Call 01/01/28)		150		141,399
2.25%, 12/01/31 (Call 09/01/31)		100		92,303
2.70%, 03/01/24 (Call 01/01/24)		195		196,622
2.70%, 10/01/30 (Call 07/01/30)		60		58,234
2.80%, 10/01/26 (Call 07/01/26)		166		166,835
3.13%, 06/01/23 (Call 03/01/23)		148		150,039
3.30%, 02/01/25 (Call 12/01/24)		160		164,107
3.80%, 04/01/27 (Call 01/01/27)		100		105,047
Kite Realty Group Trust, 4.75%, 09/15/30 (Call 06/15/30)		45		48,386
Life Storage LP
2.20%, 10/15/30 (Call 07/15/30)		10		9,259
2.40%, 10/15/31 (Call 07/15/31)		90		83,533
3.88%, 12/15/27 (Call 09/15/27)		35		37,111
4.00%, 06/15/29 (Call 03/15/29)		210		222,661
LifeStorage LP/CA, 3.50%, 07/01/26 (Call 04/01/26)		225		234,151
LXP Industrial Trust, 2.38%, 10/01/31 (Call 07/01/31)		45		41,551
Mid-America Apartments LP
1.10%, 09/15/26 (Call 08/15/26)		110		103,236
1.70%, 02/15/31 (Call 11/15/30)		90		81,189
3.60%, 06/01/27 (Call 03/01/27)		133		139,881
3.75%, 06/15/24 (Call 03/15/24)		46		47,447
3.95%, 03/15/29 (Call 12/15/28)		150		160,375


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
4.00%, 11/15/25 (Call 08/15/25)	$	10	$	10,496
4.30%, 10/15/23 (Call 07/15/23)		70		72,064
National Health Investors Inc., 3.00%, 02/01/31 (Call 11/01/30)		80		73,793
National Retail Properties Inc.
3.50%, 10/15/27 (Call 07/15/27)		155		161,733
4.30%, 10/15/28 (Call 07/15/28)		102		109,220
Office Properties Income Trust
2.40%, 02/01/27 (Call 01/01/27)		120		110,903
3.45%, 10/15/31 (Call 07/15/31)		90		82,479
4.50%, 02/01/25 (Call 11/01/24)		150		153,780
Omega Healthcare Investors Inc.
3.38%, 02/01/31 (Call 11/01/30)		5		4,736
3.63%, 10/01/29 (Call 07/01/29)		195		192,036
4.50%, 01/15/25 (Call 10/15/24)		10		10,420
4.50%, 04/01/27 (Call 01/01/27)		175		184,718
4.75%, 01/15/28 (Call 10/15/27)		214		225,094
4.95%, 04/01/24 (Call 01/01/24)		150		156,529
5.25%, 01/15/26 (Call 10/15/25)		25		26,849
Phillips Edison Grocery Center Operating Partnership I LP, 2.63%, 11/15/31 (Call 08/15/31)		120		111,685
Physicians Realty LP
2.63%, 11/01/31 (Call 08/01/31)		205		192,919
3.95%, 01/15/28 (Call 10/15/27)		65		68,216
4.30%, 03/15/27 (Call 12/15/26)		115		123,438
Piedmont Operating Partnership LP
3.15%, 08/15/30 (Call 05/15/30)		15		14,651
3.40%, 06/01/23 (Call 03/01/23)		175		177,039
4.45%, 03/15/24 (Call 12/15/23)		105		108,795
Prologis LP
1.25%, 10/15/30 (Call 07/15/30)		255		225,020
1.63%, 03/15/31 (Call 12/15/30)		5		4,542
2.13%, 04/15/27 (Call 02/15/27)		211		207,630
2.25%, 04/15/30 (Call 01/15/30)		195		187,331
3.25%, 10/01/26 (Call 07/01/26)		37		38,448
3.88%, 09/15/28 (Call 06/15/28)		80		85,362
4.38%, 02/01/29 (Call 11/01/28)		45		49,552
Public Storage
0.88%, 02/15/26 (Call 01/15/26)		50		47,607
1.50%, 11/09/26 (Call 10/09/26)^(c)		220		213,323
1.85%, 05/01/28 (Call 03/01/28)		250		238,685
1.95%, 11/09/28 (Call 09/09/28)		260		248,742
2.25%, 11/09/31 (Call 08/09/31)		145		137,920
2.30%, 05/01/31 (Call 02/01/31)		135		129,570
3.09%, 09/15/27 (Call 06/15/27)		305		316,352
3.39%, 05/01/29 (Call 02/01/29)		111		115,473
Rayonier LP, 2.75%, 05/17/31 (Call 02/17/31)		187		178,506
Realty Income Corp.
0.75%, 03/15/26 (Call 02/15/26)		100		93,395
2.20%, 06/15/28 (Call 04/15/28)		25		24,204
3.00%, 01/15/27 (Call 10/15/26)		185		188,125
3.10%, 12/15/29 (Call 09/15/29)		100		100,904
3.25%, 01/15/31 (Call 10/15/30)		294		298,792
3.40%, 01/15/28 (Call 11/15/27)		15		15,482
3.65%, 01/15/28 (Call 10/15/27)		160		167,061
3.88%, 07/15/24 (Call 04/15/24)		110		114,042
3.88%, 04/15/25 (Call 02/15/25)		105		109,626
3.95%, 08/15/27 (Call 05/15/27)		5		5,316
4.13%, 10/15/26 (Call 07/15/26)		10		10,615
4.60%, 02/06/24 (Call 11/06/23)		266		277,167


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
4.63%, 11/01/25 (Call 09/01/25)	$	155	$	166,456
4.88%, 06/01/26 (Call 03/01/26)		270		294,049
Regency Centers LP
2.95%, 09/15/29 (Call 06/15/29)		305		301,069
3.60%, 02/01/27 (Call 11/01/26)		176		184,540
3.70%, 06/15/30 (Call 03/15/30)		10		10,432
4.13%, 03/15/28 (Call 12/15/27)		10		10,692
Rexford Industrial Realty LP, 2.15%, 09/01/31 (Call 06/01/31)		110		98,880
Sabra Health Care LP
3.20%, 12/01/31 (Call 09/01/31)		100		92,834
3.90%, 10/15/29 (Call 07/15/29)		180		179,660
5.13%, 08/15/26 (Call 05/15/26)		90		95,414
Safehold Operating Partnership LP, 2.80%, 06/15/31 (Call 03/15/31)		200		186,342
Simon Property Group LP
1.38%, 01/15/27 (Call 10/15/26)		165		155,981
1.75%, 02/01/28 (Call 11/01/27)		45		42,331
2.00%, 09/13/24 (Call 06/13/24)		273		272,085
2.20%, 02/01/31 (Call 11/01/30)		135		125,921
2.25%, 01/15/32 (Call 10/15/31)		100		92,694
2.45%, 09/13/29 (Call 06/13/29)		35		33,822
2.65%, 07/15/30 (Call 04/15/30)		30		29,204
2.75%, 06/01/23 (Call 03/01/23)		168		169,739
3.25%, 11/30/26 (Call 08/30/26)		230		236,622
3.30%, 01/15/26 (Call 10/15/25)		211		216,258
3.38%, 10/01/24 (Call 07/01/24)		193		198,555
3.38%, 06/15/27 (Call 03/15/27)		145		149,728
3.38%, 12/01/27 (Call 09/01/27)		167		172,232
3.50%, 09/01/25 (Call 06/01/25)		315		325,430
3.75%, 02/01/24 (Call 11/01/23)		150		154,566
SITE Centers Corp.
3.63%, 02/01/25 (Call 11/01/24)		120		123,112
4.25%, 02/01/26 (Call 11/01/25)		10		10,417
4.70%, 06/01/27 (Call 03/01/27)		50		53,444
Spirit Realty LP
2.10%, 03/15/28 (Call 01/15/28)		90		84,662
3.20%, 01/15/27 (Call 11/15/26)		93		94,444
3.40%, 01/15/30 (Call 10/15/29)		205		204,590
4.45%, 09/15/26 (Call 06/15/26)		191		204,252
STORE Capital Corp.
2.70%, 12/01/31 (Call 09/01/31)		100		92,677
4.63%, 03/15/29 (Call 12/15/28)		185		198,585
Sun Communities Operating LP
2.30%, 11/01/28 (Call 09/01/28)		75		70,714
2.70%, 07/15/31 (Call 04/15/31)		180		169,331
Tanger Properties LP
2.75%, 09/01/31 (Call 06/01/31)		30		27,223
3.13%, 09/01/26 (Call 06/01/26)		207		206,472
UDR Inc.
2.95%, 09/01/26 (Call 06/01/26)		309		313,453
3.00%, 08/15/31 (Call 05/15/31)		5		4,929
3.20%, 01/15/30 (Call 10/15/29)		35		35,089
3.50%, 07/01/27 (Call 04/01/27)		135		140,972
3.50%, 01/15/28 (Call 10/15/27)		130		133,801
4.40%, 01/26/29 (Call 10/26/28)		95		102,622
Ventas Realty LP
2.50%, 09/01/31 (Call 06/01/31)		105		99,039
2.65%, 01/15/25 (Call 12/15/24)		20		20,108
3.00%, 01/15/30 (Call 10/15/29)		110		108,776


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.25%, 10/15/26 (Call 07/15/26)	$	85	$	86,974
3.50%, 04/15/24 (Call 03/15/24)		271		277,677
3.50%, 02/01/25 (Call 11/01/24)		187		191,866
3.75%, 05/01/24 (Call 02/01/24)		77		79,109
3.85%, 04/01/27 (Call 01/01/27)		210		221,336
4.00%, 03/01/28 (Call 12/01/27)		10		10,627
4.13%, 01/15/26 (Call 10/15/25)		195		205,618
4.40%, 01/15/29 (Call 10/15/28)		131		142,034
4.75%, 11/15/30 (Call 08/15/30)		75		83,797
Vornado Realty LP, 3.50%, 01/15/25 (Call 11/15/24)		135		137,767
Welltower Inc.
2.05%, 01/15/29 (Call 11/15/28)		60		56,840
2.70%, 02/15/27 (Call 12/15/26)		105		105,807
2.75%, 01/15/31 (Call 10/15/30)		50		48,415
2.75%, 01/15/32 (Call 10/15/31)		295		282,610
2.80%, 06/01/31 (Call 03/01/31)		255		246,901
3.10%, 01/15/30 (Call 10/15/29)		5		5,003
3.63%, 03/15/24 (Call 02/15/24)		359		368,898
4.00%, 06/01/25 (Call 03/01/25)		356		372,607
4.13%, 03/15/29 (Call 12/15/28)		50		53,523
4.25%, 04/01/26 (Call 01/01/26)		140		148,957
4.25%, 04/15/28 (Call 01/15/28)		145		155,659
4.50%, 01/15/24 (Call 10/15/23)		239		248,254
Weyerhaeuser Co.
4.00%, 11/15/29 (Call 08/15/29)		60		63,957
4.00%, 04/15/30 (Call 01/15/30)		402		426,747
WP Carey Inc.
2.45%, 02/01/32 (Call 11/01/31)		70		64,696
3.85%, 07/15/29 (Call 04/15/29)		10		10,474
4.00%, 02/01/25 (Call 11/01/24)		135		141,036
4.25%, 10/01/26 (Call 07/01/26)		70		74,549
4.60%, 04/01/24 (Call 01/01/24)		140		146,112


				45,088,659

Retail — 0.9%
Advance Auto Parts Inc., 3.90%, 04/15/30 (Call 01/15/30)		70		72,524
AutoNation Inc.
1.95%, 08/01/28 (Call 06/01/28)		50		46,771
2.40%, 08/01/31 (Call 05/01/31)		115		104,050
3.50%, 11/15/24 (Call 09/15/24)		128		131,551
3.80%, 11/15/27 (Call 08/15/27)		175		181,403
3.85%, 03/01/32 (Call 12/01/31)		50		50,544
4.50%, 10/01/25 (Call 07/01/25)		75		79,146
4.75%, 06/01/30 (Call 03/01/30)		80		86,293
AutoZone Inc.
1.65%, 01/15/31 (Call 10/15/30)		30		26,615
3.13%, 07/15/23 (Call 04/15/23)		79		80,274
3.13%, 04/18/24 (Call 03/18/24)		100		102,302
3.13%, 04/21/26 (Call 01/21/26)		115		117,674
3.25%, 04/15/25 (Call 01/15/25)		210		215,179
3.63%, 04/15/25 (Call 03/15/25)		322		333,112
3.75%, 06/01/27 (Call 03/01/27)		210		221,407
3.75%, 04/18/29 (Call 01/18/29)		170		177,575
4.00%, 04/15/30 (Call 01/15/30)		20		21,206
Best Buy Co. Inc.
1.95%, 10/01/30 (Call 07/01/30)		280		255,514
4.45%, 10/01/28 (Call 07/01/28)		180		193,993
Costco Wholesale Corp.
1.38%, 06/20/27 (Call 04/20/27)		385		369,427
1.60%, 04/20/30 (Call 01/20/30)		5		4,632
2.75%, 05/18/24 (Call 03/18/24)		235		239,961


Security	Par (000)		Value

Retail (continued)
3.00%, 05/18/27 (Call 02/18/27)	$	380	$	393,942
Darden Restaurants Inc., 3.85%, 05/01/27 (Call 02/01/27)		269		283,322
Dick’s Sporting Goods Inc., 3.15%, 01/15/32 (Call 10/15/31)		100		96,094
Dollar General Corp.
3.25%, 04/15/23 (Call 01/15/23)		352		357,174
3.50%, 04/03/30 (Call 01/03/30)		284		290,790
3.88%, 04/15/27 (Call 01/15/27)		213		224,983
4.13%, 05/01/28 (Call 02/01/28)		195		207,831
4.15%, 11/01/25 (Call 08/01/25)		91		96,432
Dollar Tree Inc.
2.65%, 12/01/31 (Call 09/01/31)		100		94,983
4.00%, 05/15/25 (Call 03/15/25)		291		304,226
4.20%, 05/15/28 (Call 02/15/28)		410		438,192
Genuine Parts Co., 1.88%, 11/01/30 (Call 08/01/30)		25		22,521
Home Depot Inc. (The)
0.90%, 03/15/28 (Call 01/15/28)^(c)		440		404,580
1.38%, 03/15/31 (Call 12/15/30)		450		402,682
1.50%, 09/15/28 (Call 07/15/28)		100		94,634
1.88%, 09/15/31 (Call 06/15/31)		100		92,877
2.13%, 09/15/26 (Call 06/15/26)		208		208,183
2.50%, 04/15/27 (Call 02/15/27)		143		144,346
2.70%, 04/01/23 (Call 01/01/23)		236		238,613
2.70%, 04/15/30 (Call 01/15/30)		277		276,753
2.80%, 09/14/27 (Call 06/14/27)		238		243,583
2.95%, 06/15/29 (Call 03/15/29)		368		375,982
3.00%, 04/01/26 (Call 01/01/26)		156		161,635
3.35%, 09/15/25 (Call 06/15/25)		241		250,515
3.75%, 02/15/24 (Call 11/15/23)		164		169,807
3.90%, 12/06/28 (Call 09/06/28)		287		310,023
Lowe’s Companies Inc.
1.30%, 04/15/28 (Call 02/15/28)		290		267,554
1.70%, 09/15/28 (Call 07/15/28)		230		215,478
1.70%, 10/15/30 (Call 07/15/30)		145		130,449
2.50%, 04/15/26 (Call 01/15/26)		283		285,974
2.63%, 04/01/31 (Call 01/01/31)		550		531,393
3.10%, 05/03/27 (Call 02/03/27)		339		349,126
3.13%, 09/15/24 (Call 06/15/24)		5		5,118
3.38%, 09/15/25 (Call 06/15/25)		401		415,817
3.65%, 04/05/29 (Call 01/05/29)		35		36,690
3.88%, 09/15/23 (Call 06/15/23)		45		46,258
4.00%, 04/15/25 (Call 03/15/25)		25		26,286
4.50%, 04/15/30 (Call 01/15/30)		358		394,806
McDonald’s Corp.
1.45%, 09/01/25 (Call 08/01/25)		130		126,876
2.13%, 03/01/30 (Call 12/01/29)		22		20,858
2.63%, 09/01/29 (Call 06/01/29)		314		309,186
3.25%, 06/10/24		138		142,208
3.30%, 07/01/25 (Call 06/01/25)		129		133,101
3.35%, 04/01/23 (Call 03/01/23)		210		213,908
3.38%, 05/26/25 (Call 02/26/25)		90		93,273
3.50%, 03/01/27 (Call 12/01/26)		266		278,207
3.50%, 07/01/27 (Call 05/01/27)		51		53,470
3.60%, 07/01/30 (Call 04/01/30)		437		458,916
3.70%, 01/30/26 (Call 10/30/25)		521		547,498
3.80%, 04/01/28 (Call 01/01/28)		195		207,287
O’Reilly Automotive Inc.
1.75%, 03/15/31 (Call 12/15/30)		50		44,797
3.55%, 03/15/26 (Call 12/15/25)		312		324,496
3.60%, 09/01/27 (Call 06/01/27)		267		279,103


Security	Par (000)		Value

Retail (continued)
3.85%, 06/15/23 (Call 03/15/23)	$	385	$	393,100
3.90%, 06/01/29 (Call 03/01/29)		119		125,105
4.20%, 04/01/30 (Call 01/01/30)		15		16,082
4.35%, 06/01/28 (Call 03/01/28)		105		113,182
Ross Stores Inc.
0.88%, 04/15/26 (Call 03/15/26)		15		14,160
1.88%, 04/15/31 (Call 01/15/31)		15		13,564
4.60%, 04/15/25 (Call 03/15/25)		145		154,464
Starbucks Corp.
2.00%, 03/12/27 (Call 01/12/27)		60		58,540
2.25%, 03/12/30 (Call 12/12/29)		412		389,159
2.45%, 06/15/26 (Call 03/15/26)		235		236,142
2.55%, 11/15/30 (Call 08/15/30)		55		52,855
3.00%, 02/14/32 (Call 11/14/31)		210		208,990
3.10%, 03/01/23 (Call 02/01/23)		250		253,872
3.50%, 03/01/28 (Call 12/01/27)		250		260,102
3.55%, 08/15/29 (Call 05/15/29)		281		292,487
3.80%, 08/15/25 (Call 06/15/25)		324		339,461
3.85%, 10/01/23 (Call 07/01/23)		259		266,353
Target Corp.
1.95%, 01/15/27 (Call 12/15/26)		210		208,196
2.25%, 04/15/25 (Call 03/15/25)		304		306,052
2.35%, 02/15/30 (Call 11/15/29)		365		358,726
2.50%, 04/15/26		343		350,886
3.38%, 04/15/29 (Call 01/15/29)		254		269,255
3.50%, 07/01/24		302		314,361
TJX Companies Inc. (The)
1.60%, 05/15/31 (Call 02/15/31)		10		9,058
2.25%, 09/15/26 (Call 06/15/26)		355		355,607
2.50%, 05/15/23 (Call 02/15/23)		231		233,273
3.88%, 04/15/30 (Call 01/15/30)		245		262,738
Tractor Supply Co., 1.75%, 11/01/30 (Call 08/01/30)		195		173,486
Walgreens Boots Alliance Inc., 3.45%, 06/01/26 (Call 03/01/26)		141		146,904
Walmart Inc.
2.38%, 09/24/29 (Call 06/24/29)		32		31,898
2.55%, 04/11/23 (Call 01/11/23)		315		318,648
3.05%, 07/08/26 (Call 05/08/26)		150		156,300
3.25%, 07/08/29 (Call 04/08/29)		70		74,140
3.30%, 04/22/24 (Call 01/22/24)		309		318,851
3.55%, 06/26/25 (Call 04/26/25)		90		94,659
3.70%, 06/26/28 (Call 03/26/28)		140		150,969


				22,555,614

Semiconductors — 0.7%
Altera Corp., 4.10%, 11/15/23		160		165,970
Analog Devices Inc.
1.70%, 10/01/28 (Call 08/01/28)		30		28,554
2.10%, 10/01/31 (Call 07/01/31)		175		166,892
2.95%, 04/01/25 (Call 03/01/25)		20		20,486
3.50%, 12/05/26 (Call 09/05/26)		365		385,257
Applied Materials Inc.
1.75%, 06/01/30 (Call 03/01/30)		185		173,166
3.30%, 04/01/27 (Call 01/01/27)		317		331,110
3.90%, 10/01/25 (Call 07/01/25)		237		250,409
Broadcom Corp./Broadcom Cayman Finance Ltd.
3.13%, 01/15/25 (Call 11/15/24)		244		249,519
3.50%, 01/15/28 (Call 10/15/27)		75		76,619
3.63%, 01/15/24 (Call 11/15/23)		65		66,693
3.88%, 01/15/27 (Call 10/15/26)		556		579,113


Security	Par (000)		Value

Semiconductors (continued)
Broadcom Inc.
1.95%, 02/15/28 (Call 12/15/27)^(b)	$	150	$	141,645
2.45%, 02/15/31 (Call 11/15/30)^(b)		510		471,097
3.15%, 11/15/25 (Call 10/15/25)		170		173,162
3.46%, 09/15/26 (Call 07/15/26)		30		30,896
3.63%, 10/15/24 (Call 09/15/24)		30		30,883
4.11%, 09/15/28 (Call 06/15/28)		155		162,903
4.15%, 11/15/30 (Call 08/15/30)		540		566,266
4.25%, 04/15/26 (Call 02/15/26)		398		420,491
4.70%, 04/15/25 (Call 03/15/25)		120		127,537
4.75%, 04/15/29 (Call 01/15/29)		521		566,270
5.00%, 04/15/30 (Call 01/15/30)		356		393,451
Intel Corp.
1.60%, 08/12/28 (Call 06/12/28)		90		85,354
2.00%, 08/12/31 (Call 05/12/31)		160		149,070
2.45%, 11/15/29 (Call 08/15/29)		76		74,438
2.60%, 05/19/26 (Call 02/19/26)		205		209,092
2.88%, 05/11/24 (Call 03/11/24)		374		382,568
3.15%, 05/11/27 (Call 02/11/27)		189		195,904
3.40%, 03/25/25 (Call 02/25/25)		363		376,035
3.70%, 07/29/25 (Call 04/29/25)		430		450,068
3.75%, 03/25/27 (Call 01/25/27)		261		277,681
3.90%, 03/25/30 (Call 12/25/29)		514		554,282
KLA Corp.
4.10%, 03/15/29 (Call 12/15/28)		184		198,427
4.65%, 11/01/24 (Call 08/01/24)		274		290,059
Lam Research Corp.
1.90%, 06/15/30 (Call 03/15/30)		260		243,381
3.75%, 03/15/26 (Call 01/15/26)		222		234,801
3.80%, 03/15/25 (Call 12/15/24)		200		209,264
4.00%, 03/15/29 (Call 12/15/28)		215		233,172
Marvell Technology Inc.
1.65%, 04/15/26 (Call 03/15/26)		190		182,729
2.45%, 04/15/28 (Call 02/15/28)		200		192,928
2.95%, 04/15/31 (Call 01/15/31)		120		115,894
4.88%, 06/22/28 (Call 03/22/28)		140		152,979
Maxim Integrated Products Inc., 3.45%, 06/15/27 (Call 03/15/27)		145		151,505
Microchip Technology Inc.
4.25%, 09/01/25 (Call 09/01/22)		200		204,822
4.33%, 06/01/23 (Call 05/01/23)		42		43,200
Micron Technology Inc.
4.19%, 02/15/27 (Call 12/15/26)		243		257,094
4.66%, 02/15/30 (Call 11/15/29)		270		292,785
4.98%, 02/06/26 (Call 12/06/25)		123		132,851
5.33%, 02/06/29 (Call 11/06/28)		165		184,371
NVIDIA Corp.
0.31%, 06/15/23 (Call 06/15/22)		230		226,614
0.58%, 06/14/24 (Call 06/14/23)		180		175,129
1.55%, 06/15/28 (Call 04/15/28)		460		433,946
2.00%, 06/15/31 (Call 03/15/31)		260		244,598
2.85%, 04/01/30 (Call 01/01/30)		424		429,292
3.20%, 09/16/26 (Call 06/16/26)		180		187,852
NXP BV/NXP Funding LLC
4.88%, 03/01/24 (Call 02/01/24)^(b)		349		366,167
5.35%, 03/01/26 (Call 01/01/26)^(b)		90		98,993
5.55%, 12/01/28 (Call 09/01/28)^(b)		83		94,788
NXP BV/NXP Funding LLC/NXP USA Inc.
2.50%, 05/11/31 (Call 02/11/31)^(b)		250		232,702
2.70%, 05/01/25 (Call 04/01/25)^(b)		75		75,445


Security	Par (000)		Value

Semiconductors (continued)
3.15%, 05/01/27 (Call 03/01/27)^(b)	$	25	$	25,333
3.40%, 05/01/30 (Call 02/01/30)^(b)		125		126,097
3.88%, 06/18/26 (Call 04/18/26)^(b)		105		109,976
4.30%, 06/18/29 (Call 03/18/29)^(b)		325		347,084
Qorvo Inc.
1.75%, 12/15/24 (Call 12/15/22)^(b)		15		14,613
4.38%, 10/15/29 (Call 10/15/24)		215		219,334
QUALCOMM Inc.
1.30%, 05/20/28 (Call 02/20/28)		243		226,000
2.15%, 05/20/30 (Call 02/20/30)		275		264,000
2.90%, 05/20/24 (Call 03/20/24)		25		25,541
3.25%, 05/20/27 (Call 02/20/27)		468		487,815
3.45%, 05/20/25 (Call 02/20/25)		15		15,581
Skyworks Solutions Inc.
1.80%, 06/01/26 (Call 05/01/26)		20		19,108
3.00%, 06/01/31 (Call 03/01/31)		30		27,989
Texas Instruments Inc.
1.13%, 09/15/26 (Call 08/15/26)		65		62,542
1.38%, 03/12/25 (Call 02/12/25)		355		349,015
1.75%, 05/04/30 (Call 02/04/30)		55		51,841
1.90%, 09/15/31 (Call 06/15/31)		240		226,387
2.25%, 09/04/29 (Call 06/04/29)		25		24,656
2.63%, 05/15/24 (Call 03/15/24)		60		60,988
2.90%, 11/03/27 (Call 08/03/27)		141		146,223
Xilinx Inc.
2.38%, 06/01/30 (Call 03/01/30)		252		242,852
2.95%, 06/01/24 (Call 04/01/24)		363		369,530


				17,661,174

Shipbuilding — 0.0%
Huntington Ingalls Industries Inc.
0.67%, 08/16/23 (Call 08/16/22)^(b)		45		44,112
2.04%, 08/16/28 (Call 06/16/28)^(b)		135		127,070
3.48%, 12/01/27 (Call 09/01/27)		215		220,424
4.20%, 05/01/30 (Call 02/01/30)		85		91,019


				482,625

Software — 0.9%
Activision Blizzard Inc.
1.35%, 09/15/30 (Call 06/15/30)		180		160,326
3.40%, 09/15/26 (Call 06/15/26)		522		546,581
3.40%, 06/15/27 (Call 03/15/27)		135		141,340
Adobe Inc.
1.90%, 02/01/25 (Call 01/01/25)		155		155,053
2.15%, 02/01/27 (Call 12/01/26)		315		313,592
2.30%, 02/01/30 (Call 11/01/29)		282		274,803
3.25%, 02/01/25 (Call 11/01/24)		340		351,074
Autodesk Inc.
2.40%, 12/15/31 (Call 09/15/31)		100		92,644
2.85%, 01/15/30 (Call 10/15/29)		223		217,878
3.50%, 06/15/27 (Call 03/15/27)		270		281,200
4.38%, 06/15/25 (Call 03/15/25)		140		147,759
Broadridge Financial Solutions Inc.
2.60%, 05/01/31 (Call 02/01/31)		230		216,292
2.90%, 12/01/29 (Call 09/01/29)		137		134,957
3.40%, 06/27/26 (Call 03/27/26)		245		254,418
Citrix Systems Inc.
1.25%, 03/01/26 (Call 02/01/26)		50		48,907
3.30%, 03/01/30 (Call 12/01/29)		140		140,575
4.50%, 12/01/27 (Call 09/01/27)		234		242,031


Security	Par (000)		Value

Software (continued)
Electronic Arts Inc.
1.85%, 02/15/31 (Call 11/15/30)	$	255	$	233,034
4.80%, 03/01/26 (Call 12/01/25)		339		368,432
Fidelity National Information Services Inc.
0.60%, 03/01/24		15		14,566
1.15%, 03/01/26 (Call 02/01/26)		400		377,924
1.65%, 03/01/28 (Call 01/01/28)		340		315,030
2.25%, 03/01/31 (Call 12/01/30)		305		278,922
3.75%, 05/21/29 (Call 02/21/29)		50		51,684
Fiserv Inc.
2.25%, 06/01/27 (Call 04/01/27)		131		128,111
2.65%, 06/01/30 (Call 03/01/30)		397		378,802
2.75%, 07/01/24 (Call 06/01/24)		569		574,974
3.20%, 07/01/26 (Call 05/01/26)		410		418,704
3.50%, 07/01/29 (Call 04/01/29)		364		369,435
3.80%, 10/01/23 (Call 09/01/23)		418		430,252
3.85%, 06/01/25 (Call 03/01/25)		368		383,246
4.20%, 10/01/28 (Call 07/01/28)		75		79,985
Intuit Inc.
0.65%, 07/15/23		270		266,439
0.95%, 07/15/25 (Call 06/15/25)		295		282,781
1.35%, 07/15/27 (Call 05/15/27)		20		18,919
1.65%, 07/15/30 (Call 04/15/30)		205		188,350
Microsoft Corp.
2.00%, 08/08/23 (Call 06/08/23)		363		366,383
2.40%, 08/08/26 (Call 05/08/26)		684		695,163
2.70%, 02/12/25 (Call 11/12/24)		460		471,932
2.88%, 02/06/24 (Call 12/06/23)		130		133,138
3.13%, 11/03/25 (Call 08/03/25)		676		702,053
3.30%, 02/06/27 (Call 11/06/26)		748		790,905
3.63%, 12/15/23 (Call 09/15/23)		533		552,753
Oracle Corp.
1.65%, 03/25/26 (Call 02/25/26)		365		349,593
2.30%, 03/25/28 (Call 01/25/28)		465		442,499
2.40%, 09/15/23 (Call 07/15/23)		463		466,343
2.50%, 04/01/25 (Call 03/01/25)		588		585,942
2.65%, 07/15/26 (Call 04/15/26)		585		581,016
2.80%, 04/01/27 (Call 02/01/27)		506		502,974
2.88%, 03/25/31 (Call 12/25/30)		495		472,512
2.95%, 11/15/24 (Call 09/15/24)		592		600,495
2.95%, 05/15/25 (Call 02/15/25)		513		517,596
2.95%, 04/01/30 (Call 01/01/30)		585		565,672
3.25%, 11/15/27 (Call 08/15/27)		528		534,684
3.25%, 05/15/30 (Call 02/15/30)		110		108,530
3.40%, 07/08/24 (Call 04/08/24)		398		407,536
3.63%, 07/15/23		413		423,515
Roper Technologies Inc.
1.00%, 09/15/25 (Call 08/15/25)		120		114,154
1.40%, 09/15/27 (Call 07/15/27)		110		102,765
1.75%, 02/15/31 (Call 11/15/30)		215		190,727
2.00%, 06/30/30 (Call 03/30/30)		5		4,569
2.35%, 09/15/24 (Call 08/15/24)		115		115,449
2.95%, 09/15/29 (Call 06/15/29)		206		204,027
3.65%, 09/15/23 (Call 08/15/23)		115		117,905
3.80%, 12/15/26 (Call 09/15/26)		255		268,331
3.85%, 12/15/25 (Call 09/15/25)		10		10,470
4.20%, 09/15/28 (Call 06/15/28)		305		325,774
salesforce.com Inc.
0.63%, 07/15/24 (Call 07/15/22)		40		38,944
1.50%, 07/15/28 (Call 05/15/28)		135		127,493


Security	Par (000)		Value

Software (continued)
1.95%, 07/15/31 (Call 04/15/31)	$	150	$	141,438
3.25%, 04/11/23 (Call 03/11/23)		30		30,600
3.70%, 04/11/28 (Call 01/11/28)		277		295,598
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30)		423		373,018
VMware Inc.
2.20%, 08/15/31 (Call 05/15/31)		10		9,152
3.90%, 08/21/27 (Call 05/21/27)		349		365,012
4.50%, 05/15/25 (Call 04/15/25)		51		54,002
4.65%, 05/15/27 (Call 03/15/27)		68		73,621
4.70%, 05/15/30 (Call 02/15/30)		55		60,379


				22,173,682

Telecommunications — 0.9%
America Movil SAB de CV
2.88%, 05/07/30 (Call 02/07/30)		200		196,150
3.63%, 04/22/29 (Call 01/22/29)		50		51,617
AT&T Inc.
0.90%, 03/25/24 (Call 03/25/22)		30		29,455
1.65%, 02/01/28 (Call 12/01/27)		460		434,571
1.70%, 03/25/26 (Call 03/25/23)		70		68,118
2.30%, 06/01/27 (Call 04/01/27)		510		503,115
2.75%, 06/01/31 (Call 03/01/31)		630		612,977
2.95%, 07/15/26 (Call 04/15/26)		310		315,372
3.40%, 05/15/25 (Call 02/15/25)		50		51,707
3.60%, 07/15/25 (Call 04/15/25)		70		72,900
3.80%, 03/01/24 (Call 01/01/24)		50		51,697
3.80%, 02/15/27 (Call 11/15/26)		307		324,269
3.88%, 01/15/26 (Call 10/15/25)		330		348,127
3.90%, 03/11/24 (Call 12/11/23)		235		243,413
3.95%, 01/15/25 (Call 10/15/24)		115		120,397
4.10%, 02/15/28 (Call 11/15/27)		465		499,038
4.13%, 02/17/26 (Call 11/17/25)		524		558,710
4.25%, 03/01/27 (Call 12/01/26)		245		264,017
4.30%, 02/15/30 (Call 11/15/29)		641		697,959
4.35%, 03/01/29 (Call 12/01/28)		538		586,221
4.45%, 04/01/24 (Call 01/01/24)		312		326,031
Bell Telephone Co of Canada or Bell Canada, Series US-3, 0.75%, 03/17/24		20		19,495
British Telecommunications PLC
5.13%, 12/04/28 (Call 09/04/28)		210		227,384
9.63%, 12/15/30		245		343,047
Cisco Systems Inc.
2.20%, 09/20/23 (Call 07/20/23)		242		244,461
2.50%, 09/20/26 (Call 06/20/26)		315		321,930
2.95%, 02/28/26		228		236,329
3.50%, 06/15/25		111		116,145
3.63%, 03/04/24		175		181,596
Deutsche Telekom International Finance BV, 8.75%, 06/15/30		192		265,993
Juniper Networks Inc.
1.20%, 12/10/25 (Call 11/10/25)		115		109,899
2.00%, 12/10/30 (Call 09/10/30)		80		71,678
3.75%, 08/15/29 (Call 05/15/29)		95		98,004
Koninklijke KPN NV, 8.38%, 10/01/30		50		67,215
Motorola Solutions Inc.
2.30%, 11/15/30 (Call 08/15/30)		60		55,149
2.75%, 05/24/31 (Call 02/24/31)		215		203,061
4.00%, 09/01/24		10		10,340
4.60%, 02/23/28 (Call 11/23/27)		290		312,922
4.60%, 05/23/29 (Call 02/23/29)		346		373,358
Orange SA, 9.00%, 03/01/31		500		715,640


Security	Par (000)		Value

Telecommunications (continued)
Rogers Communications Inc.
2.90%, 11/15/26 (Call 08/15/26)	$	200	$	203,710
3.63%, 12/15/25 (Call 09/15/25)		270		279,936
Telefonica Emisiones SA, 4.10%, 03/08/27		355		374,955
Telefonica Europe BV, 8.25%, 09/15/30		65		87,242
TELUS Corp.
2.80%, 02/16/27 (Call 11/16/26)		105		106,223
3.40%, 05/13/32 (Call 02/13/32)		110		111,201
3.70%, 09/15/27 (Call 06/15/27)		135		142,143
T-Mobile USA Inc.
1.50%, 02/15/26 (Call 01/15/26)		40		38,362
2.05%, 02/15/28 (Call 12/15/27)		475		452,267
2.25%, 11/15/31 (Call 08/15/31)		190		172,414
2.40%, 03/15/29 (Call 01/15/29)^(b)		15		14,250
2.55%, 02/15/31 (Call 11/15/30)		505		472,205
3.50%, 04/15/25 (Call 03/15/25)		878		902,373
3.75%, 04/15/27 (Call 02/15/27)		657		682,406
3.88%, 04/15/30 (Call 01/15/30)		1,393		1,440,111
Verizon Communications Inc.
0.75%, 03/22/24		215		210,444
0.85%, 11/20/25 (Call 10/20/25)		440		418,176
1.45%, 03/20/26 (Call 02/20/26)		515		497,747
1.50%, 09/18/30 (Call 06/18/30)		200		178,270
1.68%, 10/30/30 (Call 07/30/30)		5		4,493
1.75%, 01/20/31 (Call 10/20/30)		665		598,021
2.10%, 03/22/28 (Call 01/22/28)		435		420,280
2.55%, 03/21/31 (Call 12/21/30)		770		738,807
2.63%, 08/15/26		661		664,569
3.00%, 03/22/27 (Call 01/22/27)		27		27,490
3.15%, 03/22/30 (Call 12/22/29)		608		614,852
3.38%, 02/15/25		395		408,695
3.50%, 11/01/24 (Call 08/01/24)		276		285,483
3.88%, 02/08/29 (Call 11/08/28)		20		21,267
4.02%, 12/03/29 (Call 09/03/29)		659		706,435
4.13%, 03/16/27		718		769,373
4.33%, 09/21/28		75		81,761
Vodafone Group PLC
4.13%, 05/30/25		599		629,890
4.38%, 05/30/28		782		845,928


				23,931,286

Toys, Games & Hobbies — 0.0%
Hasbro Inc.
3.00%, 11/19/24 (Call 10/19/24)		145		147,000
3.50%, 09/15/27 (Call 06/15/27)		65		66,863
3.55%, 11/19/26 (Call 09/19/26)		270		278,932
3.90%, 11/19/29 (Call 08/19/29)		205		214,329


				707,124

Transportation — 0.5%
Burlington Northern Santa Fe LLC
3.00%, 03/15/23 (Call 12/15/22)		254		257,221
3.00%, 04/01/25 (Call 01/01/25)		245		250,608
3.25%, 06/15/27 (Call 03/15/27)		96		101,043
3.40%, 09/01/24 (Call 06/01/24)		259		266,933
3.75%, 04/01/24 (Call 01/01/24)		195		201,767
3.85%, 09/01/23 (Call 06/01/23)		340		349,435
7.00%, 12/15/25		15		17,502
Canadian National Railway Co.
2.95%, 11/21/24 (Call 08/21/24)		185		188,445
6.90%, 07/15/28		55		68,217


Security	Par (000)		Value

Transportation (continued)
Canadian Pacific Railway Co.
1.35%, 12/02/24 (Call 12/02/22)	$	290	$	283,228
1.75%, 12/02/26 (Call 11/02/26)		75		72,834
2.05%, 03/05/30 (Call 12/05/29)		140		132,163
2.45%, 12/02/31 (Call 09/02/31)		270		259,181
2.90%, 02/01/25 (Call 11/01/24)		315		321,007
4.00%, 06/01/28 (Call 03/01/28)		132		141,331
4.45%, 03/15/23 (Call 12/15/22)		45		46,009
CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28)		225		243,868
CSX Corp.
2.40%, 02/15/30 (Call 11/15/29)		45		43,636
2.60%, 11/01/26 (Call 08/01/26)		70		70,767
3.25%, 06/01/27 (Call 03/01/27)		360		372,492
3.35%, 11/01/25 (Call 08/01/25)		290		299,869
3.40%, 08/01/24 (Call 05/01/24)		55		56,657
3.80%, 03/01/28 (Call 12/01/27)		235		248,581
4.25%, 03/15/29 (Call 12/15/28)		10		10,887
FedEx Corp.
2.40%, 05/15/31 (Call 02/15/31)		235		223,438
3.10%, 08/05/29 (Call 05/05/29)		280		284,116
3.25%, 04/01/26 (Call 01/01/26)		275		286,058
3.40%, 02/15/28 (Call 11/15/27)		243		252,880
4.20%, 10/17/28 (Call 07/17/28)		5		5,468
4.25%, 05/15/30 (Call 02/15/30)		60		65,296
JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26)		280		295,114
Kansas City Southern
2.88%, 11/15/29 (Call 08/15/29)		220		218,585
3.00%, 05/15/23 (Call 02/15/23)		140		141,267
Kirby Corp., 4.20%, 03/01/28 (Call 12/01/27)		221		228,211
Norfolk Southern Corp.
2.30%, 05/15/31 (Call 02/15/31)		105		101,054
2.55%, 11/01/29 (Call 08/01/29)		49		48,500
2.90%, 06/15/26 (Call 03/15/26)		109		111,652
3.00%, 03/15/32 (Call 12/15/31)		95		96,787
3.15%, 06/01/27 (Call 03/01/27)		195		201,086
3.65%, 08/01/25 (Call 06/01/25)		134		139,715
3.80%, 08/01/28 (Call 05/01/28)		175		185,264
3.85%, 01/15/24 (Call 10/15/23)		185		190,835
Ryder System Inc.
1.75%, 09/01/26 (Call 08/01/26)		260		250,216
2.50%, 09/01/24 (Call 08/01/24)		116		116,480
2.85%, 03/01/27 (Call 02/01/27)		35		35,099
2.90%, 12/01/26 (Call 10/01/26)		137		138,251
3.35%, 09/01/25 (Call 08/01/25)		10		10,243
3.40%, 03/01/23 (Call 02/01/23)		45		45,720
3.65%, 03/18/24 (Call 02/18/24)		85		87,555
3.75%, 06/09/23 (Call 05/09/23)		171		174,783
3.88%, 12/01/23 (Call 11/01/23)		97		100,011
Union Pacific Corp.
2.15%, 02/05/27 (Call 12/05/26)		260		257,267
2.38%, 05/20/31 (Call 02/20/31)		250		242,583
2.40%, 02/05/30 (Call 11/05/29)		165		160,972
2.75%, 03/01/26 (Call 12/01/25)		210		213,169
3.00%, 04/15/27 (Call 01/15/27)		215		221,300
3.25%, 01/15/25 (Call 10/15/24)		188		193,153
3.50%, 06/08/23 (Call 05/08/23)		372		380,389
3.65%, 02/15/24 (Call 11/15/23)		40		41,223
3.70%, 03/01/29 (Call 12/01/28)		196		207,895


Security	Par (000)		Value

Transportation (continued)
3.75%, 07/15/25 (Call 05/15/25)	$	15	$	15,714
3.95%, 09/10/28 (Call 06/10/28)		342		367,961
United Parcel Service Inc.
2.20%, 09/01/24 (Call 08/01/24)		102		102,917
2.40%, 11/15/26 (Call 08/15/26)		186		187,680
2.50%, 09/01/29 (Call 06/01/29)		62		61,779
3.05%, 11/15/27 (Call 08/15/27)		265		276,557
3.40%, 03/15/29 (Call 12/15/28)		81		85,466
3.90%, 04/01/25 (Call 03/01/25)		470		494,463
4.45%, 04/01/30 (Call 01/01/30)		128		144,463
Walmart Inc.
1.05%, 09/17/26 (Call 08/17/26)		85		81,652
1.50%, 09/22/28 (Call 07/22/28)		240		228,643
1.80%, 09/22/31 (Call 06/22/31)		385		361,199


				12,663,810

Trucking & Leasing — 0.0%
GATX Corp.
3.25%, 09/15/26 (Call 06/15/26)		140		143,296
3.50%, 03/15/28 (Call 12/15/27)		65		67,268
3.85%, 03/30/27 (Call 12/30/26)		155		162,858
4.00%, 06/30/30 (Call 03/30/30)		20		21,148
4.35%, 02/15/24 (Call 01/15/24)		160		166,646
4.55%, 11/07/28 (Call 08/07/28)		140		154,182
4.70%, 04/01/29 (Call 01/01/29)		193		212,315


				927,713

Venture Capital — 0.0%
Hercules Capital Inc., 2.63%, 09/16/26 (Call 08/16/26)		15		14,166


Water — 0.1%
American Water Capital Corp.
2.30%, 06/01/31 (Call 03/01/31)		300		283,170
2.80%, 05/01/30 (Call 02/01/30)		105		103,703
2.95%, 09/01/27 (Call 06/01/27)		237		241,503
3.40%, 03/01/25 (Call 12/01/24)		240		247,188
3.45%, 06/01/29 (Call 03/01/29)		195		201,314
3.75%, 09/01/28 (Call 06/01/28)		190		200,146
Essential Utilities Inc.
2.40%, 05/01/31 (Call 02/01/31)		285		267,974
2.70%, 04/15/30 (Call 01/15/30)		21		20,396
3.57%, 05/01/29 (Call 02/01/29)		152		157,206


				1,722,600


Total Corporate Bonds & Notes — 31.8% (Cost: $828,283,902)				815,374,517


Foreign Government Obligations^(e)

Canada — 0.6%
Canada Government International Bond
0.75%, 05/19/26		230		219,843
1.63%, 01/22/25		1,035		1,033,592
Export Development Canada
2.63%, 02/21/24		280		285,897
2.75%, 03/15/23		410		416,593
Hydro-Quebec
Series HH, 8.50%, 12/01/29		100		143,381
Series IO, 8.05%, 07/07/24		51		57,909
Province of Alberta Canada
1.00%, 05/20/25		1,085		1,055,759
1.30%, 07/22/30		130		120,727
1.88%, 11/13/24		110		110,365


Security	Par (000)		Value

Canada (continued)
3.30%, 03/15/28	$	275	$	292,856
3.35%, 11/01/23		301		310,105
Province of British Columbia Canada
0.90%, 07/20/26		1,805		1,733,378
1.30%, 01/29/31		115		107,484
2.25%, 06/02/26		375		379,961
Series 10, 1.75%, 09/27/24		85		85,175
Province of Manitoba Canada
2.13%, 06/22/26		220		220,876
3.05%, 05/14/24		208		214,078
Series GX, 2.60%, 04/16/24		45		45,877
Province of New Brunswick Canada, 3.63%, 02/24/28		160		173,869
Province of Ontario Canada
0.63%, 01/21/26		35		33,253
1.05%, 04/14/26		40		38,496
1.05%, 05/21/27^(c)		200		190,456
1.13%, 10/07/30		1,210		1,109,764
1.60%, 02/25/31		75		71,264
2.50%, 04/27/26		470		479,179
3.05%, 01/29/24		303		311,472
3.20%, 05/16/24		618		638,759
3.40%, 10/17/23		35		36,080
Province of Quebec Canada
0.60%, 07/23/25		675		647,278
1.35%, 05/28/30		95		89,272
1.90%, 04/21/31		65		63,506
2.50%, 04/20/26		540		551,340
2.75%, 04/12/27		560		581,157
Series NJ, 7.50%, 07/15/23		100		108,130
Series NN, 7.13%, 02/09/24		275		303,242
Series PD, 7.50%, 09/15/29		312		424,027
Series QO, 2.88%, 10/16/24		355		365,653
Series QW, 2.50%, 04/09/24		315		320,705
Series QX, 1.50%, 02/11/25		699		693,757


				14,064,515

Chile — 0.0%
Chile Government International Bond
2.45%, 01/31/31 (Call 10/31/30)		350		329,661
3.13%, 01/21/26		80		82,054
3.24%, 02/06/28 (Call 11/06/27)		480		487,594


				899,309

Germany — 0.0%
FMS Wertmanagement, 2.75%, 01/30/24		700		716,492


Hungary — 0.0%
Hungary Government International Bond
5.38%, 03/25/24		549		581,682
5.75%, 11/22/23		253		267,444


				849,126

Indonesia — 0.1%
Indonesia Government International Bond
2.85%, 02/14/30		225		224,143
3.40%, 09/18/29		305		315,965
3.85%, 10/15/30		315		336,892
4.10%, 04/24/28		380		407,827
4.45%, 02/11/24		800		839,000
4.75%, 02/11/29		315		351,405


				2,475,232


Security	Par (000)		Value

Israel — 0.0%
Israel Government International Bond
2.75%, 07/03/30	$	475	$	484,443
2.88%, 03/16/26		375		385,365
State of Israel, 2.50%, 01/15/30		300		300,210


				1,170,018

Italy — 0.1%
Republic of Italy Government International Bond
1.25%, 02/17/26		515		488,601
2.38%, 10/17/24		435		436,932
2.88%, 10/17/29		540		532,510
6.88%, 09/27/23		745		803,028


				2,261,071

Japan — 0.2%
Japan Bank for International Cooperation
0.63%, 07/15/25		500		479,180
1.25%, 01/21/31		330		307,940
1.88%, 07/21/26		500		499,200
1.88%, 04/15/31		615		604,508
2.13%, 02/10/25		400		403,540
2.25%, 11/04/26		460		466,311
2.50%, 05/23/24		500		508,915
2.75%, 01/21/26		250		257,125
2.88%, 06/01/27		535		556,898
2.88%, 07/21/27		320		333,350
3.25%, 07/20/28		320		343,686
3.38%, 10/31/23		500		515,090
Japan International Cooperation Agency, 2.13%, 10/20/26		280		282,274


				5,558,017

Mexico — 0.2%
Mexico Government International Bond
2.66%, 05/24/31 (Call 02/24/31)		595		546,496
3.25%, 04/16/30 (Call 01/16/30)^(c)		615		596,531
3.60%, 01/30/25		365		379,202
3.75%, 01/11/28		420		433,096
3.90%, 04/27/25 (Call 03/27/25)		390		408,860
4.13%, 01/21/26		300		318,411
4.15%, 03/28/27		600		638,022
4.50%, 04/22/29		745		790,117
8.30%, 08/15/31		55		76,056


				4,186,791

Panama — 0.1%
Panama Government International Bond
3.16%, 01/23/30 (Call 10/23/29)		305		299,379
3.75%, 03/16/25 (Call 12/16/24)		350		359,737
3.88%, 03/17/28 (Call 12/17/27)		775		799,443
4.00%, 09/22/24 (Call 06/22/24)		290		299,480
7.13%, 01/29/26		385		445,688
8.88%, 09/30/27		130		168,564


				2,372,291

Peru — 0.1%
Peruvian Government International Bond
2.39%, 01/23/26 (Call 12/23/25)		25		24,472
2.78%, 01/23/31 (Call 10/23/30)		730		692,230
2.84%, 06/20/30		75		72,083
4.13%, 08/25/27		350		368,330
7.35%, 07/21/25		255		292,722


				1,449,837


Security	Par (000)		Value

Philippines — 0.1%
Philippine Government International Bond
2.46%, 05/05/30	$	220	$	210,877
3.00%, 02/01/28		465		471,584
3.75%, 01/14/29		535		561,648
4.20%, 01/21/24		335		345,358
5.50%, 03/30/26		517		575,488
7.50%, 09/25/24		5		5,376
7.75%, 01/14/31		45		60,566
9.50%, 02/02/30		253		364,927
10.63%, 03/16/25		435		542,967


				3,138,791

Poland — 0.1%
Republic of Poland Government International Bond
3.00%, 03/17/23		480		484,896
3.25%, 04/06/26		512		529,280
4.00%, 01/22/24		480		495,720


				1,509,896

South Korea — 0.1%
Export-Import Bank of Korea
1.38%, 02/09/31		650		599,534
1.88%, 02/12/25		305		303,759
2.38%, 06/25/24		200		202,806
2.63%, 05/26/26		200		204,388
2.88%, 01/21/25		200		204,838
3.25%, 11/10/25		350		363,881
3.25%, 08/12/26		275		288,747
Korea Development Bank (The), 2.00%, 10/25/31		40		38,243
Korea International Bond
1.75%, 10/15/31		80		77,533
2.50%, 06/19/29		200		205,698
2.75%, 01/19/27		250		257,765
3.50%, 09/20/28		275		297,993
5.63%, 11/03/25		150		168,675


				3,213,860

Supranational — 2.0%
African Development Bank
0.75%, 04/03/23		101		100,497
0.88%, 03/23/26		40		38,461
0.88%, 07/22/26		15		14,425
3.00%, 09/20/23		645		660,783
Asian Development Bank
0.25%, 07/14/23		120		118,297
0.25%, 10/06/23		20		19,646
0.38%, 06/11/24		105		102,190
0.38%, 09/03/25		60		57,136
0.50%, 02/04/26		1,060		1,006,767
0.63%, 04/29/25		1,020		985,606
0.75%, 10/08/30		45		40,938
1.00%, 04/14/26		335		323,731
1.25%, 06/09/28		55		52,823
1.50%, 10/18/24		535		533,529
1.50%, 03/04/31		890		858,841
1.75%, 09/19/29		623		615,262
1.88%, 01/24/30		510		507,960
2.00%, 01/22/25		470		474,507
2.00%, 04/24/26		405		407,345
2.38%, 08/10/27		10		10,258
2.50%, 11/02/27		109		112,502
2.63%, 01/30/24		592		604,900


Security	Par (000)		Value

Supranational (continued)
2.63%, 01/12/27	$	515	$	534,106
2.75%, 03/17/23		635		645,497
2.75%, 01/19/28		180		188,404
3.13%, 09/26/28		190		204,666
5.82%, 06/16/28		5		6,129
6.22%, 08/15/27^(c)		110		132,604
Asian Infrastructure Investment Bank (The)
0.25%, 09/29/23		485		476,323
0.50%, 10/30/24		655		635,815
0.50%, 05/28/25		90		86,371
0.50%, 01/27/26		75		71,129
2.25%, 05/16/24		95		96,413
European Bank for Reconstruction & Development
0.25%, 07/10/23		485		478,132
0.50%, 05/19/25		30		28,819
0.50%, 01/28/26		20		18,993
1.50%, 02/13/25		50		49,712
2.75%, 03/07/23		325		330,184
European Investment Bank
0.25%, 09/15/23		570		560,395
0.38%, 12/15/25		165		156,384
0.38%, 03/26/26		1,030		972,392
0.63%, 07/25/25		480		462,197
0.75%, 10/26/26		480		457,824
0.75%, 09/23/30		50		45,528
0.88%, 05/17/30		5		4,603
1.25%, 02/14/31		2,650		2,505,866
1.38%, 05/15/23		435		435,735
1.63%, 03/14/25		1,030		1,027,888
1.63%, 10/09/29		45		44,107
1.88%, 02/10/25		937		942,107
2.13%, 04/13/26		495		501,187
2.25%, 06/24/24		80		81,251
2.38%, 05/24/27		419		430,355
2.50%, 03/15/23		1,028		1,042,495
2.50%, 10/15/24^(c)		25		25,574
2.63%, 03/15/24		515		526,624
2.88%, 08/15/23		650		664,495
3.13%, 12/14/23		660		679,635
3.25%, 01/29/24		730		754,331
Inter-American Development Bank
0.25%, 11/15/23		255		250,048
0.50%, 05/24/23		10		9,911
0.63%, 07/15/25		980		943,554
0.63%, 09/16/27		35		32,694
0.88%, 04/03/25		790		770,266
0.88%, 04/20/26		155		149,057
1.13%, 07/20/28		1,870		1,782,877
1.13%, 01/13/31		725		678,107
1.75%, 03/14/25		905		906,557
2.00%, 06/02/26		385		387,291
2.00%, 07/23/26		724		730,407
2.13%, 01/15/25		480		486,365
2.25%, 06/18/29		528		539,674
2.38%, 07/07/27		496		509,089
2.63%, 01/16/24		466		475,982
3.00%, 10/04/23		35		35,879
3.00%, 02/21/24		560		576,313
3.13%, 09/18/28		225		241,893


Security	Par (000)		Value

Supranational (continued)
International Bank for Reconstruction & Development
0.25%, 11/24/23	$	65	$	63,702
0.38%, 07/28/25		85		81,118
0.50%, 10/28/25		210		200,456
0.63%, 04/22/25		1,465		1,416,259
0.75%, 03/11/25		50		48,634
0.75%, 11/24/27		1,035		971,720
0.75%, 08/26/30		1,080		982,487
0.88%, 05/14/30		1,010		929,412
1.13%, 09/13/28		945		899,640
1.25%, 02/10/31		1,078		1,019,314
1.38%, 04/20/28		990		959,538
1.50%, 08/28/24		180		179,689
1.63%, 01/15/25		958		957,444
1.63%, 11/03/31		460		444,972
1.75%, 10/23/29		119		117,522
1.88%, 10/27/26		410		411,722
2.13%, 03/03/25		491		497,324
2.50%, 03/19/24		1,320		1,346,770
2.50%, 11/25/24		1,405		1,438,003
2.50%, 07/29/25		502		514,269
2.50%, 11/22/27		75		77,495
3.00%, 09/27/23		1,965		2,014,557
3.13%, 11/20/25		20		20,954
International Finance Corp.
0.38%, 07/16/25		20		19,103
0.75%, 08/27/30		660		601,339
1.38%, 10/16/24		230		228,707
2.13%, 04/07/26		134		135,467
2.88%, 07/31/23		95		97,055
Nordic Investment Bank, 2.25%, 05/21/24		250		253,677


				50,384,987

Sweden — 0.1%
Svensk Exportkredit AB
0.63%, 05/14/25		400		385,364
1.75%, 12/12/23		500		502,005
2.88%, 03/14/23		550		559,432


				1,446,801

Uruguay — 0.0%
Uruguay Government International Bond
4.38%, 10/27/27		340		367,615
4.38%, 01/23/31 (Call 10/23/30)		493		542,399
4.50%, 08/14/24		290		300,921


				1,210,935


Total Foreign Government Obligations — 3.8% (Cost: $98,631,438)				96,907,969


Municipal Debt Obligations

California — 0.1%
Los Angeles Community College District/CA GO, 1.81%, 08/01/30		200		191,258
State of California
2.50%, 10/01/29		250		249,842
NVS,3.38%, 04/01/25		200		209,472
University of California
Series AX, 3.06%, 07/01/25 (Call 04/01/25)		250		257,779
Series BG, 0.88%, 05/15/25 (Call 04/15/25)		240		232,238
Series BG, 1.32%, 05/15/27 (Call 03/15/27)		195		186,950


Security	Par (000)		Value

California (continued)
Series BG, 1.61%, 05/15/30 (Call 02/15/30)	$	250	$	234,252


				1,561,791

Florida — 0.0%
State Board of Administration Finance Corp.
1.26%, 07/01/25		340		330,829
2.15%, 07/01/30		200		193,540


				524,369

Illinois — 0.0%
State of Illinois, 4.95%, 06/01/23		183		187,183


Massachusetts — 0.0%
Commonwealth of Massachusetts, 4.91%, 05/01/29		250		289,471


New Jersey — 0.0%
New Jersey Economic Development Authority RB, Series A, 7.43%, 02/15/29 (NPFGC)		300		366,068


Oregon — 0.0%
Oregon School Boards Association
Series B, 5.55%, 06/30/28 (NPFGC)		200		228,248
Series B, 5.68%, 06/30/28 (NPFGC)		255		295,529


				523,777

Texas — 0.0%
Texas Transportation Commission State Highway Fund, First Class, 5.18%, 04/01/30		110		127,729


Utah — 0.0%
State of Utah, Series B, 3.54%, 07/01/25		250		256,843


Total Municipal Debt Obligations — 0.1% (Cost: $3,889,019)				3,837,231


U.S. Government & Agency Obligations

U.S. Government Agency Obligations — 1.8%
Federal Farm Credit Banks Funding Corp.
0.13%, 05/10/23		25		24,678
0.25%, 02/26/24		75		73,148
Federal Home Loan Banks
0.13%, 06/02/23		25		24,653
0.38%, 09/04/25		75		71,459
0.50%, 04/14/25		75		72,235
1.00%, 03/23/26 (Call 03/23/22)		54		51,364
1.50%, 08/15/24		75		74,890
2.13%, 06/09/23		5,000		5,053,950
2.38%, 09/08/23		25		25,361
2.50%, 02/13/24		195		198,867
2.75%, 12/13/24		300		308,988
3.00%, 12/09/22		2,095		2,126,551
3.00%, 03/10/28		75		79,063
3.13%, 06/13/25		3,730		3,890,651
3.25%, 06/09/28		300		322,740
3.25%, 11/16/28		2,210		2,389,607
Federal Home Loan Mortgage Corp.
0.13%, 10/16/23		75		73,480
0.25%, 06/26/23		3,050		3,008,764
0.25%, 08/24/23		348		342,571
0.25%, 09/08/23		75		73,789
0.25%, 11/06/23		75		73,565
0.25%, 12/04/23		1,774		1,737,935
0.38%, 04/20/23		74		73,340
0.38%, 07/21/25		725		693,056


Security	Par (000)		Value

U.S. Government Agency Obligations (continued)
0.38%, 09/23/25	$	75	$	71,412
1.50%, 02/12/25		4,288		4,267,932
2.75%, 06/19/23		2,050		2,089,606
6.75%, 09/15/29		50		67,198
6.75%, 03/15/31		1,075		1,483,500
Federal National Mortgage Association
0.25%, 07/10/23		4,099		4,039,728
0.50%, 06/17/25		2,137		2,052,289
0.75%, 10/08/27		655		615,746
0.88%, 12/18/26 (Call 03/18/22)		60		56,834
0.88%, 08/05/30		2,350		2,131,050
1.63%, 10/15/24		25		25,008
1.63%, 01/07/25		300		299,601
1.75%, 07/02/24		405		406,296
1.88%, 09/24/26		2,591		2,601,727
2.00%, 10/05/22		400		402,916
2.13%, 04/24/26		25		25,338
2.38%, 01/19/23		694		702,161
2.50%, 02/05/24		25		25,485
2.63%, 09/06/24		810		830,663
2.88%, 09/12/23		350		357,948
6.25%, 05/15/29		1,110		1,427,005
6.63%, 11/15/30		1,050		1,423,495
7.13%, 01/15/30		25		34,323
7.25%, 05/15/30		50		69,574


				46,371,540

U.S. Government Obligations — 61.4%
U.S. Treasury Note/Bond
0.13%, 03/31/23		21,200		20,967,297
0.13%, 04/30/23		3,200		3,160,500
0.13%, 05/31/23		10,000		9,863,672
0.13%, 06/30/23		11,100		10,934,367
0.13%, 07/15/23		5,350		5,266,824
0.13%, 07/31/23		25,000		24,586,914
0.13%, 08/15/23		4,400		4,324,547
0.13%, 08/31/23		9,400		9,234,031
0.13%, 09/15/23		9,250		9,080,176
0.13%, 10/15/23		500		489,980
0.13%, 12/15/23		8,350		8,159,842
0.13%, 01/15/24		8,300		8,097,363
0.13%, 02/15/24^(c)		6,000		5,845,313
0.25%, 04/15/23		7,000		6,928,633
0.25%, 06/15/23		6,300		6,221,004
0.25%, 11/15/23		25,400		24,909,859
0.25%, 03/15/24		11,900		11,602,500
0.25%, 06/15/24		14,000		13,592,031
0.25%, 05/31/25		4,000		3,819,375
0.25%, 06/30/25		4,000		3,813,125
0.25%, 07/31/25		6,000		5,712,656
0.25%, 08/31/25		15,050		14,304,555
0.25%, 09/30/25		10,250		9,730,293
0.25%, 10/31/25		13,250		12,561,621
0.38%, 10/31/23		18,100		17,793,856
0.38%, 04/15/24		20,100		19,621,055
0.38%, 07/15/24^(c)		5,400		5,251,922
0.38%, 04/30/25		4,000		3,840,625
0.38%, 11/30/25		25,000		23,779,297
0.38%, 12/31/25		33,050		31,407,828
0.38%, 01/31/26		10,200		9,675,656
0.50%, 03/15/23		1,900		1,888,273


Security	Par (000)		Value

U.S. Government Obligations (continued)
0.50%, 11/30/23	$	29,300	$	28,838,754
0.50%, 03/31/25		2,500		2,413,477
0.50%, 02/28/26		22,700		21,618,203
0.50%, 04/30/27		2,000		1,876,563
0.50%, 05/31/27		5,900		5,526,641
0.50%, 10/31/27		3,100		2,885,664
0.63%, 10/15/24		3,000		2,925,000
0.63%, 07/31/26		19,200		18,286,500
0.63%, 03/31/27		850		803,648
0.63%, 12/31/27		9,200		8,606,313
0.75%, 12/31/23		23,500		23,209,004
0.75%, 11/15/24		18,300		17,881,102
0.75%, 03/31/26		8,700		8,360,836
0.75%, 04/30/26		5,000		4,801,172
0.75%, 08/31/26		19,000		18,183,594
0.75%, 01/31/28		11,000		10,354,609
0.88%, 06/30/26		14,600		14,069,609
0.88%, 09/30/26		37,000		35,577,812
1.00%, 12/15/24		8,200		8,062,906
1.00%, 07/31/28		13,000		12,355,078
1.13%, 01/15/25		4,000		3,943,750
1.13%, 02/28/25		4,000		3,939,688
1.13%, 10/31/26		7,000		6,803,672
1.13%, 02/28/27		8,800		8,538,063
1.13%, 02/29/28		19,000		18,286,016
1.13%, 08/31/28		28,300		27,092,828
1.13%, 02/15/31		22,500		21,216,797
1.25%, 07/31/23		4,500		4,498,066
1.25%, 11/30/26		25,600		25,030,000
1.25%, 12/31/26		11,000		10,749,063
1.25%, 03/31/28		16,500		15,980,508
1.25%, 04/30/28		5,000		4,839,844
1.25%, 05/31/28		7,000		6,768,672
1.25%, 06/30/28		10,500		10,145,625
1.25%, 09/30/28		43,500		41,950,312
1.25%, 08/15/31		39,000		37,050,000
1.38%, 06/30/23		21,000		21,032,812
1.38%, 08/31/23		20,200		20,211,047
1.38%, 01/31/25		5,000		4,963,281
1.38%, 10/31/28		12,300		11,952,141
1.38%, 12/31/28^(c)		11,500		11,171,172
1.38%, 11/15/31		46,100		44,212,781
1.50%, 03/31/23		2,000		2,007,656
1.50%, 10/31/24		15,000		14,956,641
1.50%, 11/30/24		7,000		6,978,125
1.50%, 02/15/25		6,500		6,474,609
1.50%, 08/15/26		12,000		11,873,438
1.50%, 01/31/27^(c)		9,000		8,897,344
1.50%, 11/30/28		37,500		36,726,562
1.50%, 02/15/30		3,200		3,127,500
1.63%, 04/30/23		1,250		1,256,201
1.63%, 05/31/23		1,000		1,005,078
1.63%, 05/15/26		12,000		11,939,063
1.63%, 11/30/26		6,000		5,966,719
1.63%, 05/15/31		21,000		20,645,625
1.75%, 05/15/23		4,145		4,171,716
1.75%, 12/31/24		4,850		4,867,051
1.75%, 01/31/29		21,900		21,797,344
1.88%, 08/31/24		4,500		4,532,695
1.88%, 06/30/26		3,000		3,016,172



Security	Par (000)		Value


U.S. Government Obligations (continued)
1.88%, 02/28/27	$	7,000	$	7,049,219
1.88%, 02/15/32		9,000		9,037,969
2.00%, 04/30/24		10,550		10,657,973
2.00%, 05/31/24		6,000		6,061,875
2.00%, 06/30/24		12,000		12,124,688
2.00%, 02/15/25		17,000		17,173,984
2.00%, 08/15/25		18,700		18,882,617
2.00%, 11/15/26		14,400		14,559,750
2.13%, 11/30/23		500		506,113
2.13%, 02/29/24		24,800		25,117,750
2.13%, 03/31/24		19,200		19,447,500
2.13%, 07/31/24		7,750		7,852,324
2.13%, 09/30/24		3,000		3,039,609
2.13%, 11/30/24		3,000		3,039,844
2.13%, 05/15/25		14,800		15,005,812
2.25%, 12/31/23		8,000		8,117,500
2.25%, 04/30/24		13,500		13,710,937
2.25%, 10/31/24		17,000		17,285,547
2.25%, 11/15/24		11,000		11,186,484
2.25%, 11/15/25		7,000		7,133,438
2.25%, 02/15/27		7,900		8,087,008
2.25%, 08/15/27		8,000		8,199,375
2.25%, 11/15/27		19,300		19,771,945
2.38%, 08/15/24		11,200		11,412,625
2.38%, 05/15/27		4,000		4,120,938
2.38%, 05/15/29		3,300		3,424,266
2.50%, 03/31/23		2,300		2,333,242
2.50%, 08/15/23		2,040		2,075,381
2.50%, 05/15/24		21,025		21,463,568
2.63%, 06/30/23		4,750		4,834,980
2.63%, 02/15/29		7,922		8,339,143
2.75%, 04/30/23		2,300		2,341,238
2.75%, 07/31/23		10,400		10,614,500
2.75%, 11/15/23		7,150		7,311,992
2.75%, 06/30/25		15,000		15,512,109
2.75%, 08/31/25		250		258,750
2.75%, 02/15/28		7,990		8,421,335
2.88%, 09/30/23		8,000		8,190,000
2.88%, 04/30/25		15,350		15,917,231
2.88%, 05/31/25		1,900		1,970,805
2.88%, 07/31/25		2,000		2,078,125
2.88%, 11/30/25		7,500		7,811,133


Security	Par/ Shares (000)		Value


U.S. Government Obligations (continued)
2.88%, 08/15/28	$	25,150	$	26,765,102
3.00%, 09/30/25		2,200		2,298,313
3.00%, 10/31/25		2,000		2,090,469
5.25%, 11/15/28		1,150		1,399,047
5.25%, 02/15/29		150		183,539
5.50%, 08/15/28		8,500		10,395,234
6.00%, 02/15/26		500		581,367
6.50%, 11/15/26		4,000		4,851,875
6.88%, 08/15/25		2,000		2,346,719
7.50%, 11/15/24		750		867,422


				1,576,976,861


Total U.S. Government & Agency Obligations — 63.2% (Cost: $1,647,580,972)				1,623,348,401


Short-Term Investments

Money Market Funds — 2.2%
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.03%^(f)(g)(h)		54,997		54,997,080


Total Short-Term Investments — 2.2% (Cost: $54,997,080)				54,997,080


Total Investments in Securities — 101.1% (Cost: $2,633,382,411)				2,594,465,198

Other Assets, Less Liabilities — (1.1)%				(27,509,386	)


Net Assets — 100.0%			$ 2,566,955,812

^(a)	Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available.

^(b)	Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

^(c)	All or a portion of this security is on loan.

^(d)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.

^(e)	U.S. dollar denominated security issued by foreign domiciled entity.

^(f)	Affiliate of the Fund.

^(g)	Annualized 7-day yield as of period end.

^(h)	All or a portion of this security was purchased with the cash collateral from loaned securities.


Security	Par (000)		Value

U.S. Government Agency Obligations

Mortgage-Backed Securities — 102.9%
Federal Home Loan Mortgage Corp.
1.50%, 11/01/35	$	1,285	$	1,252,577
1.50%, 12/01/35		838		816,527
1.50%, 10/01/36		1,642		1,599,191
1.50%, 01/01/37		6,252		6,090,728
1.50%, 02/01/37		26,985		26,279,302
1.50%, 03/01/37		42,507		41,355,826
1.50%, 05/01/51		50,031		46,461,747
1.75%, 06/01/43, (12 mo. LIBOR US + 1.495%)^(a)		38		38,615
2.00%, 03/01/28		63		62,282
2.00%, 05/01/28		13		12,425
2.00%, 08/01/28		213		211,384
2.00%, 09/01/28		116		115,406
2.00%, 12/01/28		37		36,789
2.00%, 01/01/30		161		160,511
2.00%, 08/01/35		17,456		17,353,757
2.00%, 09/01/35		1,010		1,003,347
2.00%, 11/01/35		23,447		23,328,372
2.00%, 12/01/35		19,679		19,562,593
2.00%, 01/01/36		6,861		6,821,021
2.00%, 04/01/36		1,436		1,427,566
2.00%, 05/01/36		8,336		8,286,129
2.00%, 07/01/36		2,491		2,476,954
2.00%, 08/01/36		12,332		12,253,573
2.00%, 11/01/36		26,057		25,890,397
2.00%, 12/01/36		19,131		19,014,880
2.00%, 01/01/37		58,934		58,593,221
2.00%, 08/01/41, (12 mo. LIBOR US + 1.763%)^(a)		63		65,567
2.00%, 09/01/50		3,265		3,145,914
2.00%, 10/01/50		22,998		22,138,548
2.00%, 11/01/50		2,474		2,383,862
2.00%, 12/01/50		22,934		22,100,214
2.00%, 01/01/51		21,834		20,988,783
2.00%, 05/01/51		480		462,001
2.00%, 06/01/51		16,086		15,459,736
2.00%, 07/01/51		25,017		24,068,288
2.00%, 08/01/51		566		543,745
2.00%, 09/01/51		9,574		9,203,020
2.00%, 10/01/51		140,400		134,945,436
2.00%, 11/01/51		152,353		146,378,607
2.00%, 12/01/51		163,398		156,897,444
2.00%, 01/01/52		1,425		1,367,658
2.00%, 03/01/52		17,507		16,797,348
2.03%, 11/01/40, (12 mo. LIBOR US + 1.775%)^(a)		9		8,869
2.11%, 12/01/38, (12 mo. LIBOR US + 1.762%)^(a)		324		337,748
2.13%, 09/01/41, (12 mo. LIBOR US + 1.880%)^(a)		338		349,496
2.14%, 07/01/41, (12 mo. LIBOR US + 1.890%)^(a)		34		35,636
2.15%, 11/01/40, (12 mo. LIBOR US + 1.900%)^(a)		137		141,857
2.15%, 11/01/41, (12 mo. LIBOR US + 1.891%)^(a)		501		524,777
2.15%, 01/01/42, (12 mo. LIBOR US + 1.900%)^(a)		252		261,060
2.16%, 11/01/40, (12 mo. LIBOR US + 1.910%)^(a)		249		259,559
2.38%, 12/01/33, (12 mo. LIBOR US + 2.250%)^(a)		49		50,811
2.38%, 08/01/43, (12 mo. LIBOR US + 1.600%)^(a)		44		45,332
2.46%, 05/01/43, (12 mo. LIBOR US + 1.650%)^(a)		223		231,358
2.50%, 12/01/25		297		300,393
2.50%, 03/01/27		34		34,476
2.50%, 06/01/27		37		37,284
2.50%, 07/01/27		336		341,220
2.50%, 08/01/27		634		643,705


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 09/01/27	$	756	$	766,852
2.50%, 11/01/27		329		334,274
2.50%, 12/01/27		6		5,703
2.50%, 01/01/28		1,436		1,456,579
2.50%, 02/01/28		4,969		5,042,216
2.50%, 03/01/28		690		701,686
2.50%, 04/01/28		491		498,062
2.50%, 05/01/28		98		100,409
2.50%, 06/01/28		144		145,881
2.50%, 07/01/28		402		409,453
2.50%, 09/01/28		107		109,008
2.50%, 07/01/29		2,027		2,060,546
2.50%, 08/01/29		228		232,056
2.50%, 10/01/29		217		220,158
2.50%, 12/01/29		1,368		1,391,094
2.50%, 01/01/30		8,145		8,265,756
2.50%, 02/01/30		953		968,534
2.50%, 03/01/30		3,889		3,953,822
2.50%, 04/01/30		5,227		5,314,886
2.50%, 05/01/30		4,909		4,991,627
2.50%, 06/01/30		12,859		13,075,076
2.50%, 07/01/30		1,124		1,142,371
2.50%, 08/01/30		519		527,606
2.50%, 09/01/30		418		424,674
2.50%, 10/01/30		9		8,858
2.50%, 12/01/30		14		13,750
2.50%, 01/01/31		48		49,104
2.50%, 04/01/31		5		5,564
2.50%, 06/01/31		1,006		1,023,455
2.50%, 08/01/31		1,481		1,506,212
2.50%, 09/01/31		1,182		1,202,171
2.50%, 10/01/31		5,821		5,920,708
2.50%, 11/01/31		6,488		6,599,296
2.50%, 12/01/31		16,238		16,513,443
2.50%, 01/01/32		20,955		21,311,788
2.50%, 02/01/32		12,622		12,836,735
2.50%, 07/01/32		1,720		1,748,935
2.50%, 08/01/32		1,866		1,898,314
2.50%, 09/01/32		8,599		8,746,643
2.50%, 10/01/32		1,504		1,530,726
2.50%, 11/01/32		14,373		14,622,190
2.50%, 12/01/32		800		813,496
2.50%, 01/01/33		7,980		8,118,556
2.50%, 02/01/33		1,421		1,446,043
2.50%, 04/01/33		1,394		1,416,998
2.50%, 08/01/33		505		500,230
2.50%, 06/01/34		516		524,040
2.50%, 03/01/35		8,860		8,981,041
2.50%, 06/01/35		6,004		6,080,972
2.50%, 07/01/35		7,739		7,867,431
2.50%, 08/01/35		10,723		10,884,509
2.50%, 09/01/35		17,801		18,098,094
2.50%, 10/01/35		4,506		4,573,856
2.50%, 11/01/35		4,440		4,506,393
2.50%, 12/01/35		2,236		2,268,665
2.50%, 01/01/36		2,357		2,393,575
2.50%, 02/01/37		804		815,980
2.50%, 01/01/43		73		73,637
2.50%, 02/01/43		1,603		1,609,459
2.50%, 03/01/43		104		104,523


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 04/01/43	$	400	$	401,729
2.50%, 06/01/43		317		318,978
2.50%, 07/01/43		1,649		1,656,625
2.50%, 08/01/43		127		127,131
2.50%, 04/01/45		106		105,856
2.50%, 07/01/45		17		17,457
2.50%, 01/01/46		125		125,302
2.50%, 11/01/46		76		76,120
2.50%, 12/01/46		1,005		1,004,922
2.50%, 01/01/47		1,043		1,043,411
2.50%, 02/01/47		19		19,445
2.50%, 03/01/47		2,115		2,115,425
2.50%, 04/01/50		1,040		1,039,171
2.50%, 05/01/50		2,317		2,303,493
2.50%, 06/01/50		5,002		4,954,887
2.50%, 07/01/50		20,468		20,297,714
2.50%, 08/01/50		6,448		6,418,843
2.50%, 09/01/50		38,223		37,911,507
2.50%, 10/01/50		31,598		31,322,427
2.50%, 11/01/50		20,553		20,335,900
2.50%, 12/01/50		6,498		6,426,650
2.50%, 04/01/51		17,410		17,231,581
2.50%, 05/01/51		1,413		1,395,897
2.50%, 07/01/51		9,819		9,701,003
2.50%, 08/01/51		34,718		34,302,508
2.50%, 10/01/51		76,995		76,038,632
2.50%, 11/01/51		14,902		14,713,657
2.96%, 05/01/42, (12 mo. LIBOR US + 1.803%)^(a)		424		442,407
3.00%, 10/01/22		2		1,545
3.00%, 12/01/22		7		6,895
3.00%, 02/01/23		14		14,027
3.00%, 12/01/25		9		8,872
3.00%, 01/01/26		18		17,987
3.00%, 10/01/26		235		240,855
3.00%, 11/01/26		277		283,499
3.00%, 12/01/26		193		197,944
3.00%, 01/01/27		13		13,797
3.00%, 02/01/27		624		639,607
3.00%, 03/01/27		9		9,712
3.00%, 04/01/27		768		788,541
3.00%, 05/01/27		3,386		3,480,240
3.00%, 06/01/27		1,303		1,338,784
3.00%, 07/01/27		90		92,764
3.00%, 08/01/27		371		381,276
3.00%, 09/01/27		3,764		3,866,815
3.00%, 11/01/27		624		641,060
3.00%, 12/01/27		302		310,112
3.00%, 01/01/28		81		83,262
3.00%, 04/01/28		39		40,025
3.00%, 05/01/28		317		325,370
3.00%, 06/01/28		935		959,821
3.00%, 07/01/28		14		13,919
3.00%, 09/01/28		2,283		2,345,991
3.00%, 10/01/28		468		481,479
3.00%, 11/01/28		83		85,241
3.00%, 01/01/29		346		355,427
3.00%, 04/01/29		3,471		3,570,914
3.00%, 05/01/29		5,297		5,449,970
3.00%, 06/01/29		1,114		1,145,528
3.00%, 07/01/29		518		532,731


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 09/01/29	$	54	$	55,714
3.00%, 10/01/29		147		151,527
3.00%, 11/01/29		1,127		1,159,207
3.00%, 12/01/29		1,441		1,482,400
3.00%, 01/01/30		217		223,307
3.00%, 02/01/30		2,502		2,573,445
3.00%, 03/01/30		385		396,361
3.00%, 05/01/30		2,710		2,788,350
3.00%, 06/01/30		3,738		3,854,418
3.00%, 07/01/30		2,027		2,085,729
3.00%, 08/01/30		377		387,317
3.00%, 09/01/30		2,628		2,704,156
3.00%, 10/01/30		568		584,411
3.00%, 11/01/30		951		978,441
3.00%, 12/01/30		642		660,422
3.00%, 01/01/31		1,254		1,290,579
3.00%, 02/01/31		4,440		4,573,185
3.00%, 03/01/31		2,544		2,619,924
3.00%, 04/01/31		784		806,535
3.00%, 05/01/31		6,491		6,686,147
3.00%, 06/01/31		5,600		5,769,958
3.00%, 07/01/31		458		471,774
3.00%, 09/01/31		1,276		1,314,331
3.00%, 10/01/31		189		194,114
3.00%, 12/01/31		629		649,146
3.00%, 01/01/32		2,173		2,238,097
3.00%, 02/01/32		604		622,707
3.00%, 03/01/32		4,726		4,868,180
3.00%, 07/01/32		365		375,762
3.00%, 08/01/32		1,273		1,312,338
3.00%, 09/01/32		2,985		3,079,766
3.00%, 10/01/32		457		471,855
3.00%, 11/01/32		6,831		7,052,338
3.00%, 12/01/32		6,367		6,561,451
3.00%, 01/01/33		5,868		6,046,692
3.00%, 02/01/33		3,907		4,024,082
3.00%, 03/01/33		78		79,879
3.00%, 05/01/33		10,019		10,299,545
3.00%, 07/01/33		1,894		1,954,234
3.00%, 08/01/33		680		702,012
3.00%, 11/01/33		531		548,842
3.00%, 09/01/34		930		959,714
3.00%, 02/01/35		1,830		1,880,696
3.00%, 03/01/35		1,401		1,440,815
3.00%, 04/01/35		8,663		8,966,236
3.00%, 05/01/35		1,162		1,196,883
3.00%, 06/01/35		2,468		2,547,153
3.00%, 07/01/35		9,508		9,792,796
3.00%, 08/01/35		1,008		1,037,722
3.00%, 10/01/35		1,861		1,917,314
3.00%, 05/01/36		2,488		2,565,476
3.00%, 03/01/42		25		25,544
3.00%, 08/01/42		7		7,413
3.00%, 10/01/42		777		799,619
3.00%, 11/01/42		15,159		15,595,768
3.00%, 12/01/42		989		1,018,107
3.00%, 01/01/43		5,614		5,775,855
3.00%, 02/01/43		3,970		4,084,911
3.00%, 03/01/43		1,216		1,250,965
3.00%, 04/01/43		3,180		3,271,170


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 05/01/43	$	991	$	1,020,620
3.00%, 06/01/43		1,056		1,086,933
3.00%, 07/01/43		2,218		2,281,823
3.00%, 08/01/43		1,009		1,039,276
3.00%, 09/01/43		2,646		2,723,475
3.00%, 10/01/43		1,211		1,245,312
3.00%, 04/01/44		53		54,386
3.00%, 01/01/45		8		8,503
3.00%, 02/01/45		1,821		1,868,570
3.00%, 03/01/45		235		240,784
3.00%, 04/01/45		26,714		27,360,556
3.00%, 05/01/45		8,341		8,541,691
3.00%, 06/01/45		972		995,361
3.00%, 07/01/45		3,372		3,454,556
3.00%, 08/01/45		706		722,131
3.00%, 10/01/45		189		193,536
3.00%, 11/01/45		619		634,244
3.00%, 12/01/45		6,426		6,581,073
3.00%, 01/01/46		1,900		1,946,120
3.00%, 02/01/46		128		131,024
3.00%, 03/01/46		21,552		22,063,585
3.00%, 04/01/46		504		516,377
3.00%, 05/01/46		562		575,082
3.00%, 06/01/46		2,029		2,077,395
3.00%, 07/01/46		1,034		1,058,084
3.00%, 08/01/46		16,646		17,049,462
3.00%, 09/01/46		14,035		14,409,407
3.00%, 10/01/46		30,899		31,631,729
3.00%, 11/01/46		33,197		33,981,425
3.00%, 12/01/46		55,280		56,595,027
3.00%, 01/01/47		12,456		12,761,622
3.00%, 02/01/47		63,234		64,758,887
3.00%, 03/01/47		1,056		1,081,117
3.00%, 04/01/47		1,427		1,460,334
3.00%, 05/01/47		18,114		18,543,582
3.00%, 06/01/47		15,317		15,680,509
3.00%, 07/01/47		14,979		15,333,244
3.00%, 08/01/47		2,692		2,755,994
3.00%, 10/01/47		4,820		4,934,027
3.00%, 11/01/47		451		460,442
3.00%, 12/01/47		861		886,431
3.00%, 01/01/48		3,067		3,133,735
3.00%, 02/01/48		1,086		1,110,411
3.00%, 07/01/48		434		440,747
3.00%, 09/01/48		2,153		2,202,265
3.00%, 10/01/48		492		500,538
3.00%, 11/01/48		866		879,870
3.00%, 09/01/49		2,161		2,192,407
3.00%, 11/01/49		621		632,026
3.00%, 03/01/50		3,550		3,626,201
3.00%, 04/01/50		1,108		1,121,560
3.00%, 05/01/50		4,570		4,622,318
3.00%, 06/01/50		11,134		11,288,231
3.00%, 07/01/50		1,419		1,440,387
3.00%, 08/01/50		29,320		29,824,589
3.00%, 09/01/50		4,364		4,416,107
3.00%, 10/01/50		3,434		3,487,583
3.00%, 11/01/50		4,187		4,255,270
3.00%, 12/01/50		8,179		8,299,969
3.00%, 03/01/51		6,120		6,185,939


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 05/01/51	$	39,216	$	40,218,510
3.00%, 07/01/51		4,891		4,943,833
3.00%, 08/01/51		9,154		9,252,455
3.00%, 10/01/51		5,038		5,099,661
3.00%, 11/01/51		27,695		28,004,867
3.50%, 08/01/23		1		1,372
3.50%, 10/01/23		24		24,782
3.50%, 11/01/23		3		2,661
3.50%, 10/01/25		91		94,390
3.50%, 11/01/25		3,195		3,299,005
3.50%, 12/01/25		29		28,965
3.50%, 01/01/26		99		102,125
3.50%, 02/01/26		329		340,789
3.50%, 03/01/26		748		774,033
3.50%, 04/01/26		83		85,505
3.50%, 05/01/26		32		33,494
3.50%, 06/01/26		241		249,342
3.50%, 07/01/26		252		260,777
3.50%, 08/01/26		466		481,950
3.50%, 09/01/26		11		11,003
3.50%, 10/01/26		941		973,605
3.50%, 01/01/27		35		35,700
3.50%, 02/01/27		3		2,582
3.50%, 03/01/27		190		196,313
3.50%, 04/01/27		20		20,376
3.50%, 01/01/28		338		349,755
3.50%, 12/01/28		71		72,831
3.50%, 02/01/29		21		21,514
3.50%, 03/01/29		14		14,680
3.50%, 06/01/29		1,351		1,400,995
3.50%, 07/01/29		141		145,925
3.50%, 08/01/29		291		300,985
3.50%, 09/01/29		30		30,488
3.50%, 10/01/29		1,226		1,271,247
3.50%, 11/01/29		13		13,271
3.50%, 01/01/30		18		19,065
3.50%, 02/01/30		81		83,664
3.50%, 06/01/30		169		175,750
3.50%, 09/01/30		21		21,763
3.50%, 05/01/31		2,781		2,890,691
3.50%, 01/01/32		1,264		1,315,959
3.50%, 03/01/32		186		192,432
3.50%, 04/01/32		2,197		2,288,986
3.50%, 05/01/32		2,292		2,387,652
3.50%, 06/01/32		3,298		3,428,400
3.50%, 07/01/32		2,144		2,228,901
3.50%, 09/01/32		1,276		1,322,872
3.50%, 01/01/33		921		957,282
3.50%, 02/01/33		632		660,482
3.50%, 03/01/33		1,977		2,060,282
3.50%, 06/01/33		1,741		1,815,767
3.50%, 07/01/33		1,026		1,066,969
3.50%, 09/01/33		827		860,476
3.50%, 11/01/34		2,680		2,786,243
3.50%, 12/01/34		869		904,544
3.50%, 01/01/35		284		295,171
3.50%, 02/01/35		453		474,213
3.50%, 05/01/35		8,398		8,814,475
3.50%, 07/01/35		4,470		4,658,060
3.50%, 03/01/38		6,873		7,182,057


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 06/01/38	$	7,125	$	7,435,014
3.50%, 02/01/41		15		15,312
3.50%, 10/01/41		15		16,186
3.50%, 11/01/41		52		54,014
3.50%, 01/01/42		174		181,884
3.50%, 02/01/42		339		354,312
3.50%, 03/01/42		2,033		2,128,781
3.50%, 04/01/42		1,915		2,006,862
3.50%, 05/01/42		1,416		1,487,689
3.50%, 06/01/42		625		654,960
3.50%, 08/01/42		63		66,372
3.50%, 09/01/42		5,030		5,267,864
3.50%, 10/01/42		1,663		1,741,185
3.50%, 11/01/42		1,014		1,061,915
3.50%, 01/01/43		1,147		1,200,932
3.50%, 02/01/43		1,094		1,145,085
3.50%, 04/01/43		22		23,362
3.50%, 06/01/43		3,333		3,496,005
3.50%, 07/01/43		3,354		3,509,656
3.50%, 08/01/43		17		18,291
3.50%, 09/01/43		18		18,426
3.50%, 12/01/43		221		233,891
3.50%, 01/01/44		234		244,599
3.50%, 08/01/44		501		524,799
3.50%, 09/01/44		1,907		1,995,608
3.50%, 10/01/44		10,337		10,829,121
3.50%, 11/01/44		537		563,776
3.50%, 12/01/44		5,576		5,856,758
3.50%, 02/01/45		1,248		1,311,962
3.50%, 03/01/45		5,248		5,494,542
3.50%, 04/01/45		4		4,054
3.50%, 05/01/45		57		59,688
3.50%, 06/01/45		703		733,083
3.50%, 08/01/45		14,856		15,522,795
3.50%, 09/01/45		8		8,467
3.50%, 11/01/45		409		426,395
3.50%, 12/01/45		7,579		7,932,276
3.50%, 01/01/46		6,878		7,177,517
3.50%, 03/01/46		7,350		7,677,337
3.50%, 04/01/46		2,625		2,739,662
3.50%, 05/01/46		25,909		27,106,414
3.50%, 06/01/46		7,028		7,388,976
3.50%, 07/01/46		8,625		9,011,749
3.50%, 08/01/46		6,011		6,265,805
3.50%, 09/01/46		7,612		7,928,178
3.50%, 10/01/46		675		702,902
3.50%, 11/01/46		1,465		1,526,773
3.50%, 12/01/46		8,103		8,477,503
3.50%, 01/01/47		2,014		2,099,130
3.50%, 02/01/47		12,419		12,950,200
3.50%, 03/01/47		9,022		9,400,487
3.50%, 04/01/47		3,396		3,523,293
3.50%, 05/01/47		6,232		6,467,339
3.50%, 06/01/47		191		198,471
3.50%, 07/01/47		7,650		7,931,119
3.50%, 08/01/47		6,012		6,250,658
3.50%, 09/01/47		30,287		31,557,747
3.50%, 10/01/47		9,217		9,564,612
3.50%, 11/01/47		4,092		4,242,093
3.50%, 12/01/47		13,508		14,048,076


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
3.50%, 01/01/48	$	1,022		$	1,059,679
3.50%, 02/01/48		3,304			3,413,857
3.50%, 03/01/48		16,846			17,485,438
3.50%, 04/01/48		2,666			2,771,908
3.50%, 05/01/48		10,431			10,837,108
3.50%, 09/01/48		3,377			3,518,881
3.50%, 11/01/48		662			690,946
3.50%, 04/01/49		4,751			4,931,973
3.50%, 05/01/49		1,214			1,261,975
3.50%, 06/01/49		10,670			11,103,151
3.50%, 07/01/49		8,219			8,561,230
3.50%, 12/01/49		1,763			1,827,320
3.50%, 01/01/50		3,867			4,011,299
3.50%, 02/01/50		676			708,354
3.50%, 03/01/50		1,645			1,732,527
3.50%, 04/01/50		7,827			8,061,438
3.50%, 05/01/50		4,010			4,176,465
3.50%, 06/01/50		4,638			4,831,793
3.50%, 07/01/50		2,386			2,470,397
3.50%, 08/01/51		1,963			2,022,637
3.50%, 10/01/51		2,224			2,308,965
4.00%, 04/01/23		0	^(b)		41
4.00%, 04/01/24		4			4,403
4.00%, 04/01/24		0	^(b)		203
4.00%, 05/01/24		15			15,135
4.00%, 06/01/24		1			858
4.00%, 07/01/24		6			6,687
4.00%, 08/01/24		1			1,443
4.00%, 09/01/24		7			7,053
4.00%, 11/01/24		7			7,325
4.00%, 12/01/24		12			12,671
4.00%, 01/01/25		7			7,886
4.00%, 02/01/25		16			16,707
4.00%, 02/01/25		0	^(b)		496
4.00%, 03/01/25		11			10,700
4.00%, 04/01/25		22			23,243
4.00%, 05/01/25		525			544,782
4.00%, 06/01/25		13			14,192
4.00%, 07/01/25		14			14,621
4.00%, 08/01/25		36			36,587
4.00%, 09/01/25		1			645
4.00%, 10/01/25		411			425,629
4.00%, 02/01/26		405			419,593
4.00%, 03/01/26		1			993
4.00%, 04/01/26		7			7,063
4.00%, 05/01/26		22			22,467
4.00%, 07/01/26		11			11,372
4.00%, 11/01/28		8			8,208
4.00%, 05/01/32		1,673			1,747,645
4.00%, 05/01/33		1,450			1,505,323
4.00%, 09/01/33		1			1,105
4.00%, 11/01/33		34			35,263
4.00%, 01/01/34		240			248,792
4.00%, 11/01/34		662			707,170
4.00%, 07/01/38		3,091			3,295,799
4.00%, 04/01/39		18			19,423
4.00%, 06/01/39		33			35,079
4.00%, 07/01/39		83			88,985
4.00%, 08/01/39		10			10,409
4.00%, 09/01/39		13			14,021


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 10/01/39	$	82	$	87,263
4.00%, 11/01/39		18		19,238
4.00%, 12/01/39		30		32,059
4.00%, 01/01/40		50		53,020
4.00%, 02/01/40		10		10,993
4.00%, 03/01/40		4		4,368
4.00%, 05/01/40		22		23,669
4.00%, 06/01/40		7		7,157
4.00%, 09/01/40		966		1,027,325
4.00%, 10/01/40		141		150,167
4.00%, 12/01/40		1,076		1,144,874
4.00%, 01/01/41		237		252,697
4.00%, 02/01/41		272		290,331
4.00%, 04/01/41		49		52,053
4.00%, 06/01/41		41		43,869
4.00%, 07/01/41		24		25,830
4.00%, 08/01/41		42		44,887
4.00%, 09/01/41		3,712		3,952,973
4.00%, 10/01/41		130		138,714
4.00%, 11/01/41		425		452,369
4.00%, 12/01/41		91		97,108
4.00%, 01/01/42		39		41,085
4.00%, 02/01/42		6,021		6,411,017
4.00%, 03/01/42		55		58,893
4.00%, 05/01/42		179		190,124
4.00%, 07/01/42		424		454,223
4.00%, 08/01/42		2,032		2,163,685
4.00%, 04/01/43		2,203		2,346,939
4.00%, 08/01/43		334		355,785
4.00%, 10/01/43		260		277,703
4.00%, 11/01/43		5		4,831
4.00%, 12/01/43		977		1,040,860
4.00%, 01/01/44		62		66,045
4.00%, 02/01/44		1,091		1,163,288
4.00%, 03/01/44		24		25,319
4.00%, 04/01/44		610		650,872
4.00%, 05/01/44		579		614,717
4.00%, 06/01/44		1,926		2,044,415
4.00%, 07/01/44		2,900		3,085,554
4.00%, 08/01/44		31		32,370
4.00%, 09/01/44		598		634,523
4.00%, 10/01/44		459		487,181
4.00%, 11/01/44		522		553,026
4.00%, 12/01/44		1,176		1,247,120
4.00%, 01/01/45		1,347		1,429,992
4.00%, 02/01/45		8,990		9,560,606
4.00%, 04/01/45		6,594		7,011,141
4.00%, 06/01/45		14		15,098
4.00%, 07/01/45		1,470		1,554,147
4.00%, 08/01/45		21		22,681
4.00%, 09/01/45		2,861		3,024,637
4.00%, 10/01/45		1,144		1,208,778
4.00%, 11/01/45		1,017		1,078,082
4.00%, 12/01/45		721		762,639
4.00%, 01/01/46		1,469		1,558,088
4.00%, 02/01/46		1,007		1,068,334
4.00%, 03/01/46		1,452		1,529,874
4.00%, 04/01/46		2,406		2,544,909
4.00%, 05/01/46		5,470		5,771,313
4.00%, 06/01/46		160		168,500


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.00%, 07/01/46	$	2,714		$	2,878,701
4.00%, 08/01/46		86			91,656
4.00%, 09/01/46		1,714			1,805,503
4.00%, 10/01/46		1,111			1,174,673
4.00%, 11/01/46		20,927			22,050,714
4.00%, 12/01/46		39			41,561
4.00%, 01/01/47		257			272,755
4.00%, 02/01/47		5,681			5,986,079
4.00%, 04/01/47		184			194,195
4.00%, 06/01/47		4,415			4,687,124
4.00%, 07/01/47		973			1,023,523
4.00%, 08/01/47		8,422			8,870,285
4.00%, 09/01/47		127			134,011
4.00%, 10/01/47		1,116			1,173,542
4.00%, 11/01/47		4,405			4,656,671
4.00%, 12/01/47		7,210			7,626,598
4.00%, 01/01/48		4,913			5,212,619
4.00%, 02/01/48		11,793			12,475,189
4.00%, 04/01/48		1,314			1,391,503
4.00%, 05/01/48		1,267			1,339,979
4.00%, 06/01/48		19,137			20,261,170
4.00%, 07/01/48		94			98,390
4.00%, 08/01/48		20,912			21,996,423
4.00%, 09/01/48		1,367			1,444,307
4.00%, 10/01/48		49,220			51,791,922
4.00%, 11/01/48		1,278			1,352,222
4.00%, 12/01/48		3,402			3,585,976
4.00%, 01/01/49		7,122			7,531,075
4.00%, 02/01/49		22,875			24,084,069
4.00%, 03/01/49		4,362			4,602,423
4.00%, 04/01/49		3,262			3,451,557
4.00%, 05/01/49		4,318			4,521,831
4.00%, 09/01/49		4,351			4,606,178
4.00%, 03/01/50		1,384			1,451,951
4.00%, 04/01/50		2,249			2,371,207
4.00%, 05/01/50		2,030			2,132,149
4.00%, 09/01/50		11,388			11,972,983
4.00%, 10/01/50		4,213			4,432,397
4.50%, 04/01/22		0	^(b)		313
4.50%, 03/01/23		1			658
4.50%, 04/01/23		1			676
4.50%, 05/01/23		3			2,677
4.50%, 05/01/23		0	^(b)		75
4.50%, 06/01/23		1			946
4.50%, 01/01/24		3			2,082
4.50%, 02/01/24		1			866
4.50%, 04/01/24		12			12,264
4.50%, 07/01/24		128			131,560
4.50%, 07/01/24		0	^(b)		339
4.50%, 08/01/24		48			49,256
4.50%, 09/01/24		102			105,197
4.50%, 10/01/24		138			142,211
4.50%, 11/01/24		22			22,274
4.50%, 04/01/25		8			7,890
4.50%, 05/01/25		2			2,151
4.50%, 07/01/25		4			4,479
4.50%, 08/01/25		15			15,309
4.50%, 09/01/25		9			8,807
4.50%, 09/01/26		14			13,997
4.50%, 08/01/30		830			883,276


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.50%, 08/01/33	$	2		$	2,369
4.50%, 03/01/34		1			626
4.50%, 04/01/34		2			2,117
4.50%, 05/01/34		0	^(b)		372
4.50%, 06/01/34		1			541
4.50%, 06/01/35		2			1,996
4.50%, 08/01/35		53			58,326
4.50%, 10/01/35		3			3,469
4.50%, 11/01/35		23			24,598
4.50%, 01/01/36		5			5,851
4.50%, 08/01/36		9			9,301
4.50%, 05/01/38		43			46,743
4.50%, 06/01/38		47			50,723
4.50%, 07/01/38		2			1,930
4.50%, 10/01/38		1			611
4.50%, 02/01/39		45			49,765
4.50%, 02/01/39		0	^(b)		372
4.50%, 03/01/39		2,774			2,999,767
4.50%, 03/01/39		0	^(b)		290
4.50%, 04/01/39		41			42,709
4.50%, 05/01/39		2,780			3,008,625
4.50%, 06/01/39		79			85,100
4.50%, 07/01/39		196			211,746
4.50%, 08/01/39		73			78,364
4.50%, 09/01/39		298			322,724
4.50%, 10/01/39		2,629			2,844,816
4.50%, 11/01/39		70			74,567
4.50%, 12/01/39		162			174,874
4.50%, 01/01/40		69			75,123
4.50%, 02/01/40		347			374,992
4.50%, 03/01/40		9			10,103
4.50%, 04/01/40		103			111,208
4.50%, 05/01/40		70			76,244
4.50%, 06/01/40		20			21,322
4.50%, 07/01/40		66			70,683
4.50%, 08/01/40		213			230,984
4.50%, 09/01/40		1,981			2,142,229
4.50%, 10/01/40		21			22,353
4.50%, 11/01/40		1			1,390
4.50%, 01/01/41		6			6,845
4.50%, 02/01/41		3,123			3,376,477
4.50%, 03/01/41		148			158,323
4.50%, 04/01/41		146			157,031
4.50%, 05/01/41		3,974			4,298,611
4.50%, 06/01/41		5,176			5,596,260
4.50%, 07/01/41		78			85,146
4.50%, 08/01/41		581			627,049
4.50%, 10/01/41		197			213,263
4.50%, 11/01/41		15			16,614
4.50%, 01/01/42		9			9,826
4.50%, 03/01/42		34			36,610
4.50%, 05/01/42		2,287			2,474,157
4.50%, 09/01/43		1,599			1,753,283
4.50%, 10/01/43		1,166			1,263,191
4.50%, 11/01/43		219			236,196
4.50%, 12/01/43		188			203,634
4.50%, 01/01/44		160			172,621
4.50%, 02/01/44		619			668,344
4.50%, 03/01/44		1,552			1,686,626
4.50%, 04/01/44		6			6,988


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.50%, 05/01/44	$	243		$	260,742
4.50%, 06/01/44		246			264,690
4.50%, 07/01/44		175			188,353
4.50%, 08/01/44		32			34,696
4.50%, 09/01/44		58			62,155
4.50%, 10/01/44		586			632,924
4.50%, 11/01/44		827			891,342
4.50%, 12/01/44		1,583			1,711,711
4.50%, 01/01/45		2,033			2,189,942
4.50%, 03/01/45		388			418,119
4.50%, 06/01/45		202			217,037
4.50%, 07/01/45		1,653			1,781,067
4.50%, 08/01/45		736			791,388
4.50%, 09/01/45		505			543,194
4.50%, 10/01/45		399			428,480
4.50%, 11/01/45		70			75,426
4.50%, 01/01/46		467			506,112
4.50%, 03/01/46		443			482,410
4.50%, 04/01/46		381			407,392
4.50%, 05/01/46		1,748			1,886,341
4.50%, 06/01/46		6,174			6,684,339
4.50%, 07/01/46		2,023			2,204,802
4.50%, 08/01/46		188			200,905
4.50%, 09/01/46		3,385			3,654,651
4.50%, 02/01/47		719			774,245
4.50%, 04/01/47		174			187,892
4.50%, 05/01/47		1,856			1,969,185
4.50%, 06/01/47		3,817			4,063,870
4.50%, 07/01/47		265			281,123
4.50%, 08/01/47		1,569			1,691,445
4.50%, 09/01/47		909			996,829
4.50%, 11/01/47		299			317,119
4.50%, 05/01/48		1,482			1,600,498
4.50%, 06/01/48		2,899			3,112,391
4.50%, 07/01/48		1,150			1,234,965
4.50%, 08/01/48		1,968			2,101,842
4.50%, 09/01/48		1,538			1,631,696
4.50%, 10/01/48		7,414			8,002,187
4.50%, 11/01/48		1,976			2,143,067
4.50%, 12/01/48		1,804			1,935,363
4.50%, 01/01/49		1,375			1,458,559
4.50%, 02/01/49		1,064			1,147,443
4.50%, 03/01/49		5,255			5,645,087
4.50%, 05/01/49		766			812,118
4.50%, 02/01/50		3,355			3,558,785
4.50%, 03/01/50		1,073			1,142,766
4.50%, 04/01/50		3,645			3,860,144
4.50%, 10/01/50		1,969			2,097,910
5.00%, 04/01/22		0	^(b)		8
5.00%, 08/01/22		0	^(b)		37
5.00%, 09/01/22		0	^(b)		95
5.00%, 11/01/22		0	^(b)		161
5.00%, 12/01/22		0	^(b)		155
5.00%, 05/01/23		1			762
5.00%, 06/01/23		9			8,893
5.00%, 07/01/23		1			1,326
5.00%, 08/01/23		0	^(b)		446
5.00%, 09/01/23		0	^(b)		63
5.00%, 12/01/23		7			6,925
5.00%, 01/01/24		1			704


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.00%, 07/01/24	$	1		$	683
5.00%, 10/01/24		5			5,375
5.00%, 12/01/24		0	^(b)		20
5.00%, 12/01/24		2			2,275
5.00%, 06/01/25		2			2,042
5.00%, 08/01/25		356			383,824
5.00%, 06/01/26		23			23,312
5.00%, 02/01/30		5			5,188
5.00%, 04/01/33		2			2,583
5.00%, 06/01/33		246			267,729
5.00%, 08/01/33		418			457,207
5.00%, 09/01/33		57			61,267
5.00%, 10/01/33		112			122,472
5.00%, 11/01/33		56			61,187
5.00%, 12/01/33		589			642,775
5.00%, 01/01/34		7			7,457
5.00%, 03/01/34		14			16,181
5.00%, 04/01/34		14			16,240
5.00%, 05/01/34		62			68,477
5.00%, 06/01/34		24			26,538
5.00%, 11/01/34		7			7,254
5.00%, 12/01/34		10			10,603
5.00%, 01/01/35		4			4,798
5.00%, 02/01/35		5			5,308
5.00%, 04/01/35		3			3,731
5.00%, 05/01/35		16			17,403
5.00%, 06/01/35		13			14,305
5.00%, 07/01/35		2,903			3,179,253
5.00%, 08/01/35		554			607,832
5.00%, 09/01/35		103			112,805
5.00%, 09/01/35		0	^(b)		381
5.00%, 10/01/35		12			12,089
5.00%, 10/01/35		0	^(b)		521
5.00%, 11/01/35		0	^(b)		722
5.00%, 11/01/35		34			37,542
5.00%, 12/01/35		65			71,504
5.00%, 01/01/36		372			406,995
5.00%, 03/01/36		1			1,627
5.00%, 04/01/36		11			11,772
5.00%, 06/01/36		46			51,129
5.00%, 07/01/36		0	^(b)		516
5.00%, 08/01/36		21			23,460
5.00%, 10/01/36		38			41,566
5.00%, 11/01/36		971			1,062,355
5.00%, 01/01/37		536			586,799
5.00%, 02/01/37		473			518,037
5.00%, 06/01/37		21			23,792
5.00%, 01/01/38		5			5,886
5.00%, 02/01/38		735			805,716
5.00%, 03/01/38		2,961			3,259,104
5.00%, 04/01/38		60			65,366
5.00%, 05/01/38		3			2,970
5.00%, 06/01/38		8			8,982
5.00%, 09/01/38		13			13,600
5.00%, 11/01/38		12			12,905
5.00%, 12/01/38		423			466,861
5.00%, 01/01/39		156			171,879
5.00%, 02/01/39		32			35,944
5.00%, 03/01/39		15			16,414
5.00%, 05/01/39		106			117,458


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.00%, 06/01/39	$	2		$	2,523
5.00%, 07/01/39		19			20,957
5.00%, 08/01/39		3,900			4,297,159
5.00%, 09/01/39		37			41,355
5.00%, 10/01/39		460			506,949
5.00%, 12/01/39		21			23,029
5.00%, 01/01/40		292			322,585
5.00%, 02/01/40		75			81,411
5.00%, 03/01/40		1,359			1,500,772
5.00%, 04/01/40		180			198,753
5.00%, 06/01/40		3			3,003
5.00%, 07/01/40		181			199,273
5.00%, 08/01/40		2,029			2,237,252
5.00%, 09/01/40		995			1,096,585
5.00%, 11/01/40		72			79,837
5.00%, 02/01/41		251			276,097
5.00%, 03/01/41		3			3,296
5.00%, 04/01/41		84			92,091
5.00%, 05/01/41		4			4,151
5.00%, 07/01/41		316			349,408
5.00%, 08/01/41		1,643			1,812,335
5.00%, 09/01/41		169			186,454
5.00%, 10/01/41		108			119,836
5.00%, 11/01/41		1			985
5.00%, 04/01/44		111			122,431
5.00%, 03/01/47		2,904			3,192,860
5.00%, 05/01/47		24			25,985
5.00%, 07/01/47		2,016			2,173,759
5.00%, 03/01/48		1,126			1,224,216
5.00%, 04/01/48		2,416			2,605,942
5.00%, 05/01/48		1,434			1,546,818
5.00%, 06/01/48		454			502,605
5.00%, 07/01/48		958			1,032,973
5.00%, 08/01/48		8,450			9,113,202
5.00%, 09/01/48		941			1,036,268
5.00%, 10/01/48		2,485			2,725,324
5.00%, 11/01/48		1,723			1,878,097
5.00%, 01/01/49		2,186			2,408,542
5.00%, 02/01/49		808			878,211
5.00%, 04/01/49		550			596,285
5.00%, 05/01/50		618			671,659
5.50%, 05/01/22		0	^(b)		2
5.50%, 09/01/22		0	^(b)		130
5.50%, 10/01/22		0	^(b)		28
5.50%, 01/01/23		0	^(b)		54
5.50%, 04/01/23		1			861
5.50%, 04/01/23		0	^(b)		33
5.50%, 07/01/24		0	^(b)		187
5.50%, 02/01/29		0	^(b)		413
5.50%, 04/01/29		4			3,762
5.50%, 07/01/31		0	^(b)		185
5.50%, 11/01/31		0	^(b)		201
5.50%, 12/01/31		1			1,447
5.50%, 01/01/32		0	^(b)		110
5.50%, 02/01/32		1			954
5.50%, 04/01/32		14			14,682
5.50%, 09/01/32		41			43,888
5.50%, 09/01/32		0	^(b)		251
5.50%, 10/01/32		14			15,595
5.50%, 11/01/32		1			883


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 12/01/32	$	42		$	46,475
5.50%, 01/01/33		7			7,794
5.50%, 01/01/33		0	^(b)		493
5.50%, 03/01/33		4			4,311
5.50%, 04/01/33		0	^(b)		305
5.50%, 04/01/33		16			17,550
5.50%, 05/01/33		7			8,057
5.50%, 06/01/33		21			23,206
5.50%, 07/01/33		21			22,726
5.50%, 08/01/33		2			1,858
5.50%, 09/01/33		2			2,618
5.50%, 10/01/33		159			177,718
5.50%, 10/01/33		0	^(b)		404
5.50%, 11/01/33		13			14,617
5.50%, 12/01/33		1			758
5.50%, 01/01/34		0	^(b)		528
5.50%, 01/01/34		63			70,947
5.50%, 02/01/34		769			849,593
5.50%, 03/01/34		247			273,714
5.50%, 07/01/34		9			11,102
5.50%, 08/01/34		10			11,002
5.50%, 09/01/34		2			1,876
5.50%, 10/01/34		134			149,413
5.50%, 11/01/34		0	^(b)		424
5.50%, 11/01/34		1			1,523
5.50%, 12/01/34		236			264,788
5.50%, 12/01/34		0	^(b)		500
5.50%, 01/01/35		1,631			1,819,422
5.50%, 02/01/35		450			502,628
5.50%, 03/01/35		15			15,481
5.50%, 04/01/35		214			231,819
5.50%, 05/01/35		733			816,705
5.50%, 05/01/35		0	^(b)		185
5.50%, 06/01/35		1,939			2,159,134
5.50%, 07/01/35		13			14,352
5.50%, 08/01/35		95			101,004
5.50%, 09/01/35		6			6,389
5.50%, 10/01/35		110			121,605
5.50%, 11/01/35		20			21,468
5.50%, 12/01/35		425			475,860
5.50%, 01/01/36		20			22,085
5.50%, 02/01/36		0	^(b)		498
5.50%, 02/01/36		15			16,121
5.50%, 03/01/36		40			44,727
5.50%, 04/01/36		4			4,960
5.50%, 05/01/36		576			642,197
5.50%, 06/01/36		17			18,723
5.50%, 07/01/36		854			952,099
5.50%, 08/01/36		107			119,986
5.50%, 08/01/36		0	^(b)		447
5.50%, 09/01/36		1			543
5.50%, 11/01/36		13			15,131
5.50%, 12/01/36		0	^(b)		210
5.50%, 12/01/36		8			8,601
5.50%, 01/01/37		84			93,674
5.50%, 02/01/37		15			16,125
5.50%, 02/01/37		0	^(b)		338
5.50%, 03/01/37		5			5,433
5.50%, 04/01/37		18			20,639
5.50%, 05/01/37		54			60,327


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 05/01/37	$	0	^(b)	$	279
5.50%, 07/01/37		10			11,189
5.50%, 09/01/37		9			10,515
5.50%, 11/01/37		19			21,957
5.50%, 12/01/37		10			11,384
5.50%, 01/01/38		34			38,202
5.50%, 02/01/38		7			7,320
5.50%, 04/01/38		871			975,564
5.50%, 04/01/38		0	^(b)		330
5.50%, 05/01/38		368			412,225
5.50%, 05/01/38		0	^(b)		140
5.50%, 06/01/38		47			52,612
5.50%, 06/01/38		0	^(b)		470
5.50%, 07/01/38		131			146,749
5.50%, 07/01/38		0	^(b)		345
5.50%, 08/01/38		34			37,790
5.50%, 09/01/38		116			130,629
5.50%, 10/01/38		38			42,600
5.50%, 11/01/38		17			19,665
5.50%, 11/01/38		0	^(b)		140
5.50%, 12/01/38		129			144,844
5.50%, 12/01/38		0	^(b)		493
5.50%, 01/01/39		1,768			1,973,127
5.50%, 02/01/39		62			68,863
5.50%, 03/01/39		1			1,349
5.50%, 04/01/39		22			24,509
5.50%, 05/01/39		20			22,087
5.50%, 06/01/39		43			47,098
5.50%, 09/01/39		675			769,831
5.50%, 10/01/39		6			6,226
5.50%, 11/01/39		1,376			1,539,948
5.50%, 12/01/39		150			157,875
5.50%, 01/01/40		104			117,433
5.50%, 02/01/40		32			35,903
5.50%, 03/01/40		7			8,200
5.50%, 05/01/40		13			14,480
5.50%, 06/01/40		31			34,745
5.50%, 03/01/41		10			10,959
5.50%, 06/01/41		4,287			4,775,487
6.00%, 11/01/22		0	^(b)		28
6.00%, 12/01/22		7			7,526
6.00%, 10/01/25		0	^(b)		135
6.00%, 11/01/25		0	^(b)		113
6.00%, 02/01/26		1			641
6.00%, 08/01/26		1			1,108
6.00%, 02/01/28		0	^(b)		67
6.00%, 04/01/28		2			1,596
6.00%, 06/01/28		0	^(b)		449
6.00%, 06/01/28		2			2,182
6.00%, 07/01/28		3			3,166
6.00%, 11/01/28		1			819
6.00%, 12/01/28		0	^(b)		382
6.00%, 01/01/29		6			6,129
6.00%, 02/01/29		0	^(b)		88
6.00%, 03/01/29		4			4,824
6.00%, 03/01/29		0	^(b)		510
6.00%, 05/01/29		5			5,383
6.00%, 06/01/29		0	^(b)		365
6.00%, 07/01/29		1			1,083
6.00%, 07/01/29		0	^(b)		530


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.00%, 09/01/29	$	0	^(b)	$	460
6.00%, 12/01/30		6			6,135
6.00%, 03/01/31		1			1,086
6.00%, 04/01/31		0	^(b)		388
6.00%, 06/01/31		1			865
6.00%, 06/01/31		0	^(b)		224
6.00%, 08/01/31		0	^(b)		263
6.00%, 10/01/31		0	^(b)		354
6.00%, 12/01/31		1			903
6.00%, 01/01/32		28			30,303
6.00%, 01/01/32		0	^(b)		183
6.00%, 02/01/32		3			3,654
6.00%, 02/01/32		0	^(b)		596
6.00%, 03/01/32		18			19,945
6.00%, 03/01/32		0	^(b)		230
6.00%, 04/01/32		1			673
6.00%, 09/01/32		3			3,122
6.00%, 10/01/32		5			4,831
6.00%, 11/01/32		5			4,976
6.00%, 11/01/32		0	^(b)		249
6.00%, 12/01/32		79			85,973
6.00%, 12/01/32		0	^(b)		233
6.00%, 01/01/33		4			4,398
6.00%, 02/01/33		5			5,875
6.00%, 03/01/33		8			8,353
6.00%, 03/01/33		0	^(b)		442
6.00%, 04/01/33		3			3,565
6.00%, 05/01/33		0	^(b)		162
6.00%, 09/01/33		5			5,137
6.00%, 10/01/33		14			16,104
6.00%, 10/01/33		0	^(b)		522
6.00%, 11/01/33		18			19,428
6.00%, 05/01/34		10			10,960
6.00%, 06/01/34		13			15,483
6.00%, 07/01/34		11			12,210
6.00%, 08/01/34		0	^(b)		303
6.00%, 08/01/34		4			3,477
6.00%, 10/01/34		9			9,622
6.00%, 12/01/34		3			3,208
6.00%, 05/01/35		11			11,114
6.00%, 06/01/35		4			4,443
6.00%, 07/01/35		0	^(b)		217
6.00%, 07/01/35		3			2,804
6.00%, 08/01/35		25			28,558
6.00%, 09/01/35		2			2,764
6.00%, 12/01/35		6			7,016
6.00%, 01/01/36		5			4,955
6.00%, 02/01/36		7			8,349
6.00%, 03/01/36		2			2,599
6.00%, 05/01/36		13			15,705
6.00%, 06/01/36		18			20,738
6.00%, 07/01/36		10			11,198
6.00%, 08/01/36		3			3,311
6.00%, 09/01/36		340			385,103
6.00%, 10/01/36		468			527,441
6.00%, 11/01/36		26			29,937
6.00%, 12/01/36		83			93,127
6.00%, 12/01/36		0	^(b)		448
6.00%, 01/01/37		4			3,576
6.00%, 02/01/37		331			377,094


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.00%, 03/01/37	$	7		$	6,985
6.00%, 05/01/37		8			8,539
6.00%, 07/01/37		6			5,856
6.00%, 08/01/37		14			16,090
6.00%, 08/01/37		0	^(b)		250
6.00%, 09/01/37		8			9,564
6.00%, 10/01/37		24			26,790
6.00%, 10/01/37		0	^(b)		132
6.00%, 11/01/37		13			14,588
6.00%, 12/01/37		57			64,116
6.00%, 01/01/38		71			80,584
6.00%, 02/01/38		2			2,457
6.00%, 04/01/38		31			35,504
6.00%, 05/01/38		37			42,394
6.00%, 06/01/38		17			19,616
6.00%, 07/01/38		24			27,382
6.00%, 08/01/38		0	^(b)		353
6.00%, 08/01/38		17			19,121
6.00%, 09/01/38		1,458			1,657,035
6.00%, 10/01/38		1			999
6.00%, 10/01/38		0	^(b)		455
6.00%, 11/01/38		6			6,426
6.00%, 12/01/38		2			2,537
6.00%, 01/01/39		16			17,511
6.00%, 02/01/39		2			2,158
6.00%, 11/01/39		4			5,141
6.00%, 12/01/39		1			1,154
6.00%, 04/01/40		8			8,912
6.00%, 07/01/40		4,307			4,894,725
6.50%, 03/01/24		0	^(b)		366
6.50%, 04/01/24		0	^(b)		100
6.50%, 06/01/24		0	^(b)		81
6.50%, 07/01/24		1			576
6.50%, 09/01/24		3			3,241
6.50%, 12/01/25		0	^(b)		156
6.50%, 01/01/26		0	^(b)		137
6.50%, 02/01/26		0	^(b)		281
6.50%, 03/01/26		0	^(b)		354
6.50%, 04/01/26		1			1,276
6.50%, 03/01/27		0	^(b)		343
6.50%, 04/01/28		0	^(b)		246
6.50%, 05/01/28		1			804
6.50%, 06/01/28		0	^(b)		450
6.50%, 07/01/28		1			983
6.50%, 09/01/28		2			1,102
6.50%, 09/01/28		0	^(b)		111
6.50%, 10/01/28		0	^(b)		896
6.50%, 12/01/28		3			2,772
6.50%, 01/01/29		4			3,875
6.50%, 02/01/29		4			3,381
6.50%, 03/01/29		4			4,148
6.50%, 04/01/29		0	^(b)		800
6.50%, 04/01/29		4			3,797
6.50%, 05/01/29		0	^(b)		1,279
6.50%, 06/01/29		0	^(b)		740
6.50%, 07/01/29		0	^(b)		740
6.50%, 08/01/29		3			3,790
6.50%, 09/01/29		5			5,768
6.50%, 08/01/30		1			1,117
6.50%, 01/01/31		0	^(b)		149


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.50%, 03/01/31	$	1		$	978
6.50%, 05/01/31		1			1,009
6.50%, 05/01/31		0	^(b)		71
6.50%, 06/01/31		0	^(b)		233
6.50%, 06/01/31		9			9,452
6.50%, 07/01/31		2			2,113
6.50%, 07/01/31		0	^(b)		103
6.50%, 08/01/31		0	^(b)		455
6.50%, 08/01/31		4			3,395
6.50%, 09/01/31		2			1,489
6.50%, 10/01/31		0	^(b)		455
6.50%, 11/01/31		1			644
6.50%, 12/01/31		6			6,954
6.50%, 01/01/32		0	^(b)		50
6.50%, 02/01/32		3			3,685
6.50%, 02/01/32		0	^(b)		505
6.50%, 03/01/32		0	^(b)		504
6.50%, 03/01/32		5			4,333
6.50%, 04/01/32		2			2,462
6.50%, 04/01/32		0	^(b)		147
6.50%, 05/01/32		0	^(b)		222
6.50%, 07/01/32		1			975
6.50%, 08/01/32		9			8,829
6.50%, 08/01/32		0	^(b)		909
6.50%, 09/01/32		1			1,369
6.50%, 10/01/32		2			2,539
6.50%, 11/01/32		1			939
6.50%, 12/01/32		3			3,430
6.50%, 12/01/33		7			7,188
6.50%, 04/01/34		23			26,241
6.50%, 07/01/34		2			2,094
6.50%, 09/01/34		5			5,010
6.50%, 01/01/35		3			3,017
6.50%, 04/01/35		1			824
6.50%, 08/01/35		6			6,515
6.50%, 02/01/36		0	^(b)		517
6.50%, 06/01/36		1			1,429
6.50%, 08/01/36		1			1,660
6.50%, 09/01/36		39			44,020
6.50%, 10/01/36		11			13,082
6.50%, 11/01/36		1			1,086
6.50%, 08/01/37		3			3,297
6.50%, 10/01/37		12			13,484
6.50%, 11/01/37		4			4,726
6.50%, 12/01/37		0	^(b)		248
6.50%, 12/01/37		19			21,073
6.50%, 01/01/38		1			960
6.50%, 02/01/38		19			21,416
6.50%, 07/01/38		2			2,687
6.50%, 08/01/38		1			1,194
6.50%, 10/01/38		1			580
6.50%, 12/01/38		3			3,238
6.50%, 01/01/39		11			12,288
6.50%, 09/01/39		21			23,941
7.00%, 04/01/23		0	^(b)		102
7.00%, 07/01/23		0	^(b)		134
7.00%, 09/01/23		0	^(b)		41
7.00%, 02/01/24		0	^(b)		13
7.00%, 05/01/24		0	^(b)		129
7.00%, 07/01/24		0	^(b)		67


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
7.00%, 12/01/25	$	0	^(b)	$	13
7.00%, 03/01/26		0	^(b)		324
7.00%, 03/01/26		1			949
7.00%, 06/01/26		0	^(b)		206
7.00%, 12/01/26		0	^(b)		187
7.00%, 01/01/27		0	^(b)		125
7.00%, 02/01/27		1			572
7.00%, 03/01/27		0	^(b)		168
7.00%, 04/01/27		0	^(b)		41
7.00%, 05/01/27		0	^(b)		65
7.00%, 09/01/27		1			921
7.00%, 10/01/27		0	^(b)		341
7.00%, 11/01/27		0	^(b)		396
7.00%, 12/01/27		1			814
7.00%, 12/01/27		0	^(b)		113
7.00%, 05/01/28		1			728
7.00%, 07/01/28		0	^(b)		31
7.00%, 10/01/28		0	^(b)		393
7.00%, 11/01/28		1			1,040
7.00%, 12/01/28		2			2,003
7.00%, 03/01/29		0	^(b)		267
7.00%, 06/01/29		2			1,872
7.00%, 06/01/29		0	^(b)		88
7.00%, 07/01/29		0	^(b)		699
7.00%, 07/01/29		3			2,877
7.00%, 09/01/29		0	^(b)		235
7.00%, 10/01/29		1			1,462
7.00%, 01/01/30		0	^(b)		18
7.00%, 02/01/30		0	^(b)		118
7.00%, 05/01/30		0	^(b)		206
7.00%, 12/01/30		0	^(b)		525
7.00%, 01/01/31		0	^(b)		19
7.00%, 01/01/31		1			904
7.00%, 02/01/31		1			913
7.00%, 05/01/31		0	^(b)		519
7.00%, 07/01/31		1			1,394
7.00%, 08/01/31		1			1,628
7.00%, 09/01/31		2			2,626
7.00%, 12/01/31		2			1,970
7.00%, 02/01/32		2			1,644
7.00%, 03/01/32		3			3,917
7.00%, 05/01/32		1			1,403
7.00%, 05/01/32		0	^(b)		422
7.00%, 06/01/32		1			1,504
7.00%, 06/01/32		0	^(b)		466
7.00%, 07/01/32		4			4,540
7.00%, 08/01/32		3			3,125
7.00%, 09/01/32		1			911
7.00%, 11/01/32		1			1,012
7.00%, 10/01/33		9			10,701
7.00%, 11/01/36		2			2,187
7.00%, 12/01/36		6			7,143
7.00%, 09/01/38		2			1,895
7.50%, 01/01/23		0	^(b)		18
7.50%, 04/01/23		0	^(b)		317
7.50%, 01/01/24		0	^(b)		11
7.50%, 05/01/24		0	^(b)		29
7.50%, 06/01/24		0	^(b)		12
7.50%, 11/01/25		0	^(b)		184
7.50%, 01/01/26		0	^(b)		571


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
7.50%, 03/01/26	$	0	^(b)	$	234
7.50%, 04/01/26		0	^(b)		112
7.50%, 05/01/26		0	^(b)		177
7.50%, 10/01/26		0	^(b)		217
7.50%, 12/01/26		0	^(b)		27
7.50%, 01/01/27		0	^(b)		267
7.50%, 04/01/27		0	^(b)		127
7.50%, 06/01/27		0	^(b)		84
7.50%, 08/01/27		0	^(b)		239
7.50%, 09/01/27		0	^(b)		63
7.50%, 12/01/27		1			643
7.50%, 03/01/28		1			917
7.50%, 07/01/28		0	^(b)		183
7.50%, 11/01/28		0	^(b)		199
7.50%, 07/01/29		8			8,649
7.50%, 12/01/29		0	^(b)		77
7.50%, 01/01/30		0	^(b)		186
7.50%, 03/01/30		0	^(b)		81
7.50%, 05/01/30		0	^(b)		100
7.50%, 06/01/30		0	^(b)		39
7.50%, 07/01/30		0	^(b)		13
7.50%, 08/01/30		0	^(b)		152
7.50%, 08/01/30		1			546
7.50%, 09/01/30		1			1,366
7.50%, 10/01/30		0	^(b)		103
7.50%, 10/01/30		1			688
7.50%, 11/01/30		1			1,101
7.50%, 12/01/30		1			782
7.50%, 01/01/31		0	^(b)		43
7.50%, 02/01/31		0	^(b)		92
7.50%, 09/01/31		1			1,352
7.50%, 01/01/32		1			1,704
8.00%, 07/01/22		0	^(b)		140
8.00%, 08/01/22		0	^(b)		7
8.00%, 11/01/22		0	^(b)		1
8.00%, 12/01/22		0	^(b)		210
8.00%, 12/01/23		0	^(b)		9
8.00%, 04/01/24		0	^(b)		45
8.00%, 05/01/24		0	^(b)		23
8.00%, 05/01/25		0	^(b)		139
8.00%, 10/01/25		0	^(b)		47
8.00%, 11/01/25		0	^(b)		376
8.00%, 09/01/26		1			742
8.00%, 10/01/26		0	^(b)		166
8.00%, 11/01/26		0	^(b)		344
8.00%, 03/01/27		0	^(b)		278
8.00%, 05/01/27		0	^(b)		298
8.00%, 06/01/27		0	^(b)		155
8.00%, 09/01/27		0	^(b)		158
8.00%, 11/01/27		0	^(b)		66
8.00%, 10/01/29		0	^(b)		99
8.00%, 11/01/29		1			628
8.00%, 12/01/29		0	^(b)		169
8.00%, 01/01/30		0	^(b)		72
8.00%, 03/01/30		1			860
8.00%, 07/01/30		0	^(b)		59
8.00%, 06/01/31		2			2,185
8.50%, 03/01/23		0	^(b)		72
8.50%, 06/01/24		0	^(b)		13
8.50%, 11/01/24		0	^(b)		48


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
8.50%, 01/01/25	$	0	^(b)	$	66
8.50%, 03/01/25		0	^(b)		122
8.50%, 06/01/25		0	^(b)		47
8.50%, 09/01/25		0	^(b)		147
8.50%, 07/01/30		0	^(b)		330
9.00%, 03/01/24		0	^(b)		1
9.00%, 04/01/25		0	^(b)		84
9.00%, 10/01/25		0	^(b)		74
9.50%, 06/01/25		0	^(b)		65
10.00%, 04/01/25		0	^(b)		39
Federal National Mortgage Association
1.50%, 11/01/35		1,324			1,289,420
1.50%, 12/01/35		6,867			6,691,527
1.50%, 01/01/36		5,518			5,374,830
1.50%, 06/01/36		1,669			1,625,819
1.50%, 07/01/36		1,138			1,108,819
1.50%, 08/01/36		2,658			2,590,906
1.50%, 09/01/36		9,473			9,226,409
1.50%, 10/01/36		19,453			18,950,990
1.50%, 11/01/36		18,493			18,016,605
1.50%, 12/01/36		3,380			3,293,966
1.50%, 02/01/37		98,925			96,338,001
1.50%, 03/01/37		82,951			80,704,696
1.50%, 11/01/50		60,806			56,515,619
1.50%, 01/01/51		27,902			25,932,957
1.50%, 11/01/51		105,808			98,192,687
1.79%, 06/01/43, (12 mo. LIBOR US + 1.535%)^(a)		862			898,491
1.95%, 08/01/42, (12 mo. LIBOR US + 1.695%)^(a)		715			749,235
2.00%, 06/01/35		1,839			1,828,038
2.00%, 08/01/35		3,326			3,305,723
2.00%, 09/01/35		8,042			7,995,422
2.00%, 10/01/35		13,452			13,365,105
2.00%, 11/01/35		45,933			45,649,450
2.00%, 12/01/35		22,806			22,671,329
2.00%, 01/01/36		37,372			37,156,144
2.00%, 02/01/36		1,072			1,066,144
2.00%, 03/01/36		5,590			5,557,558
2.00%, 04/01/36		7,591			7,550,531
2.00%, 05/01/36		3,330			3,308,118
2.00%, 06/01/36		72,438			71,971,902
2.00%, 07/01/36		5,208			5,181,233
2.00%, 08/01/36		7,798			7,750,426
2.00%, 10/01/36		3,420			3,399,632
2.00%, 11/01/36		34,080			33,879,219
2.00%, 12/01/36		81,931			81,432,542
2.00%, 01/01/37		28,725			28,549,836
2.00%, 08/01/41, (12 mo. LIBOR US + 1.750%)^(a)		68			70,782
2.00%, 07/01/50		64,473			62,130,176
2.00%, 09/01/50		6,496			6,259,535
2.00%, 10/01/50		61,262			59,036,673
2.00%, 11/01/50		39,697			38,186,182
2.00%, 12/01/50		38,772			37,325,502
2.00%, 01/01/51		9,953			9,558,388
2.00%, 02/01/51		152,527			146,748,263
2.00%, 03/01/51		130,952			125,912,712
2.00%, 04/01/51		72,662			69,803,807
2.00%, 05/01/51		7,474			7,193,040
2.00%, 06/01/51		143,200			137,664,939
2.00%, 07/01/51		202,948			195,133,240
2.00%, 08/01/51		291			279,625


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.00%, 09/01/51	$	18,361	$	17,649,912
2.00%, 10/01/51		252,189		242,244,600
2.00%, 11/01/51		183,102		175,834,689
2.00%, 12/01/51		272,332		261,493,905
2.00%, 02/01/52		405,751		389,336,499
2.07%, 09/01/41, (12 mo. LIBOR US + 1.815%)^(a)		46		48,124
2.07%, 10/01/41, (12 mo. LIBOR US + 1.815%)^(a)		871		912,034
2.18%, 12/01/38, (12 mo. LIBOR US + 1.817%)^(a)		217		224,234
2.24%, 02/01/42, (12 mo. LIBOR US + 1.805%)^(a)		346		357,529
2.50%, 10/01/30		1,612		1,638,582
2.50%, 08/01/31		1,680		1,707,669
2.50%, 12/01/31		425		434,169
2.50%, 03/01/32		1,469		1,492,794
2.50%, 02/01/35		17,139		17,413,874
2.50%, 03/01/35		10,201		10,339,842
2.50%, 04/01/35		2,327		2,356,424
2.50%, 05/01/35		1,580		1,604,182
2.50%, 06/01/35		5,861		5,942,451
2.50%, 07/01/35		14,440		14,680,188
2.50%, 08/01/35		18,537		18,844,085
2.50%, 09/01/35		10,813		10,992,291
2.50%, 10/01/35		1,972		2,004,290
2.50%, 11/01/35		1,529		1,552,645
2.50%, 12/01/35		2,592		2,631,805
2.50%, 01/01/36		1,042		1,058,612
2.50%, 02/01/36		9,172		9,330,226
2.50%, 03/01/36		8,852		8,993,503
2.50%, 04/01/36		4,293		4,361,793
2.50%, 06/01/36		3,919		3,968,012
2.50%, 07/01/36		1,117		1,138,139
2.50%, 02/01/37		305		309,730
2.50%, 05/01/43		527		529,191
2.50%, 06/01/46		378		377,512
2.50%, 12/01/47		460		459,645
2.50%, 05/01/50		14,029		13,912,941
2.50%, 06/01/50		22,044		21,844,242
2.50%, 07/01/50		12,815		12,692,222
2.50%, 08/01/50		14,014		13,926,234
2.50%, 09/01/50		50,528		50,097,340
2.50%, 10/01/50		165,670		164,169,447
2.50%, 11/01/50		288,988		286,122,728
2.50%, 12/01/50		53,617		53,096,786
2.50%, 01/01/51		10,409		10,297,483
2.50%, 03/01/51		1,809		1,789,334
2.50%, 04/01/51		13,091		12,961,571
2.50%, 05/01/51		20,641		20,413,828
2.50%, 06/01/51		1,056		1,050,343
2.50%, 07/01/51		166,461		164,586,129
2.50%, 08/01/51		165,572		163,775,890
2.50%, 09/01/51		47,921		47,432,716
2.50%, 10/01/51		127,367		125,900,064
2.50%, 11/01/51		52,333		51,797,837
2.50%, 12/01/51		94,816		93,660,547
2.50%, 01/01/52		124,208		122,672,849
2.50%, 03/01/52		56,999		56,336,013
3.00%, 05/01/27		212		217,200
3.00%, 12/01/28		730		749,649
3.00%, 05/01/29		1,681		1,726,065
3.00%, 03/01/30		2,501		2,571,218
3.00%, 07/01/30		1,598		1,652,058


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 06/01/31	$	1,031	$	1,060,445
3.00%, 08/01/31		42		43,325
3.00%, 09/01/31		1,242		1,278,843
3.00%, 11/01/31		1,088		1,119,683
3.00%, 08/01/32		597		614,363
3.00%, 10/01/32		242		249,705
3.00%, 09/01/33		2,746		2,827,831
3.00%, 09/01/34		3,497		3,595,422
3.00%, 11/01/34		979		1,010,912
3.00%, 02/01/35		5,361		5,527,140
3.00%, 03/01/35		12,891		13,272,620
3.00%, 05/01/35		1,213		1,253,946
3.00%, 07/01/35		4,746		4,884,676
3.00%, 09/01/35		713		732,808
3.00%, 10/01/35		74		76,643
3.00%, 07/01/36		970		1,001,671
3.00%, 11/01/42		3,401		3,497,058
3.00%, 02/01/43		2,479		2,551,636
3.00%, 06/01/43		574		593,172
3.00%, 07/01/43		2,483		2,554,546
3.00%, 08/01/45		489		500,381
3.00%, 07/01/46		411		420,594
3.00%, 08/01/46		745		763,000
3.00%, 09/01/46		14,006		14,330,776
3.00%, 10/01/46		1,553		1,589,186
3.00%, 11/01/46		9,018		9,226,727
3.00%, 12/01/46		664		680,402
3.00%, 01/01/47		857		877,247
3.00%, 02/01/47		14,599		14,978,238
3.00%, 03/01/47		5,622		5,693,811
3.00%, 07/01/47		2,574		2,633,509
3.00%, 09/01/47		468		478,240
3.00%, 01/01/48		2,959		3,027,197
3.00%, 07/01/48		2,993		3,062,006
3.00%, 02/01/49		2,406		2,462,011
3.00%, 09/01/49		6,917		7,023,962
3.00%, 10/01/49		3,375		3,424,242
3.00%, 11/01/49		1,022		1,052,402
3.00%, 12/01/49		10,744		10,892,780
3.00%, 01/01/50		1,042		1,073,226
3.00%, 02/01/50		28,569		29,068,667
3.00%, 03/01/50		44,671		45,290,704
3.00%, 04/01/50		12,449		12,590,768
3.00%, 05/01/50		15,779		16,026,928
3.00%, 06/01/50		5,687		5,786,908
3.00%, 07/01/50		7,195		7,285,339
3.00%, 08/01/50		57,546		58,421,714
3.00%, 09/01/50		6,729		6,825,759
3.00%, 10/01/50		6,505		6,590,629
3.00%, 11/01/50		51,441		52,488,764
3.00%, 12/01/50		2,578		2,615,928
3.00%, 01/01/51		4,093		4,159,936
3.00%, 05/01/51		7,268		7,353,398
3.00%, 06/01/51		22,411		22,719,887
3.00%, 07/01/51		13,979		14,128,057
3.00%, 08/01/51		15,426		15,593,037
3.00%, 10/01/51		2,328		2,374,292
3.50%, 06/01/30		606		628,401
3.50%, 05/01/32		363		374,538
3.50%, 06/01/32		1,916		1,990,665


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 12/01/32	$	1,363	$	1,412,140
3.50%, 04/01/33		2,081		2,162,368
3.50%, 12/01/33		746		779,436
3.50%, 04/01/34		3,497		3,663,920
3.50%, 05/01/34		749		780,257
3.50%, 11/01/34		3,388		3,535,221
3.50%, 12/01/34		2,750		2,869,509
3.50%, 02/01/35		2,148		2,245,347
3.50%, 03/01/35		3,701		3,865,457
3.50%, 05/01/35		2,226		2,316,907
3.50%, 06/01/35		481		499,001
3.50%, 10/01/35		887		927,610
3.50%, 11/01/35		2,872		3,022,393
3.50%, 12/01/35		2,522		2,653,980
3.50%, 11/01/40		73		76,063
3.50%, 01/01/42		856		896,388
3.50%, 07/01/43		2,219		2,345,534
3.50%, 10/01/43		2,500		2,642,699
3.50%, 05/01/44		2,583		2,731,293
3.50%, 06/01/44		709		741,520
3.50%, 11/01/44		16,844		17,621,467
3.50%, 08/01/45		6,456		6,779,733
3.50%, 09/01/45		2,903		3,023,771
3.50%, 11/01/45		8,608		8,967,706
3.50%, 12/01/45		1,936		2,016,324
3.50%, 01/01/46		2,680		2,791,903
3.50%, 02/01/46		1,862		1,938,660
3.50%, 04/01/46		1,092		1,141,967
3.50%, 05/01/46		638		664,732
3.50%, 06/01/46		3,679		3,834,397
3.50%, 09/01/46		1,279		1,337,427
3.50%, 01/01/47		4,567		4,806,967
3.50%, 05/01/47		3,196		3,329,028
3.50%, 07/01/47		44,161		46,222,834
3.50%, 12/01/47		10,428		10,834,873
3.50%, 01/01/48		2,600		2,705,386
3.50%, 03/01/48		16,535		17,225,626
3.50%, 07/01/48		2,535		2,641,061
3.50%, 11/01/48		497		522,209
3.50%, 01/01/49		2,869		2,987,380
3.50%, 08/01/49		14,377		14,997,599
3.50%, 10/01/49		174		180,653
3.50%, 11/01/49		13,698		14,262,042
3.50%, 12/01/49		11,701		12,140,037
3.50%, 01/01/50		2,590		2,701,585
3.50%, 02/01/50		1,007		1,055,395
3.50%, 03/01/50		3,896		4,051,977
3.50%, 04/01/50		3,372		3,502,843
3.50%, 05/01/50		1,625		1,695,629
3.50%, 06/01/50		2,002		2,072,694
3.50%, 07/01/50		1,636		1,717,147
3.50%, 08/01/50		3,173		3,333,811
3.50%, 09/01/50		3,893		4,057,035
3.50%, 10/01/50		2,259		2,360,597
3.50%, 05/01/51		1,154		1,195,167
3.50%, 09/01/51		2,666		2,772,276
3.50%, 10/01/51		999		1,042,571
3.50%, 11/01/51		6,908		7,294,765
4.00%, 07/01/33		850		898,618
4.00%, 09/01/33		2,552		2,649,183


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 11/01/33	$	88	$	90,918
4.00%, 06/01/34		526		555,814
4.00%, 08/01/34		275		285,879
4.00%, 10/01/34		609		632,120
4.00%, 11/01/35		385		408,322
4.00%, 12/01/40		596		635,828
4.00%, 11/01/43		410		436,471
4.00%, 01/01/44		940		1,001,194
4.00%, 05/01/44		6,449		6,861,282
4.00%, 01/01/46		184		197,112
4.00%, 02/01/46		144		152,147
4.00%, 03/01/46		3,741		3,981,237
4.00%, 04/01/46		1,456		1,533,797
4.00%, 01/01/47		328		345,775
4.00%, 02/01/47		9,252		9,846,610
4.00%, 03/01/47		469		492,830
4.00%, 04/01/47		334		351,018
4.00%, 05/01/47		1,916		2,011,832
4.00%, 10/01/47		5,907		6,206,271
4.00%, 01/01/48		836		878,328
4.00%, 02/01/48		6,323		6,641,993
4.00%, 04/01/48		2,007		2,108,181
4.00%, 05/01/48		1,712		1,803,068
4.00%, 07/01/48		2,541		2,664,038
4.00%, 09/01/48		1,156		1,211,276
4.00%, 10/01/48		7,145		7,519,792
4.00%, 11/01/48		3,232		3,395,634
4.00%, 12/01/48		2,145		2,256,376
4.00%, 02/01/49		299		314,986
4.00%, 03/01/49		8,561		9,013,704
4.00%, 04/01/49		5,926		6,242,635
4.00%, 06/01/49		25,161		26,431,655
4.00%, 09/01/49		16,099		17,017,422
4.00%, 11/01/49		2,442		2,587,130
4.00%, 12/01/49		22,645		23,825,208
4.00%, 03/01/50		12,256		12,867,740
4.00%, 04/01/50		1,756		1,847,705
4.00%, 05/01/50		915		961,094
4.00%, 12/01/50		5,248		5,517,017
4.00%, 05/01/51		1,144		1,202,792
4.00%, 10/01/51		1,284		1,352,920
4.00%, 01/01/57		5,388		5,887,998
4.00%, 02/01/57		6,041		6,602,110
4.50%, 10/01/26		1,751		1,808,801
4.50%, 01/01/40		1,458		1,576,520
4.50%, 02/01/40		265		287,086
4.50%, 03/01/40		163		177,534
4.50%, 04/01/40		49		53,294
4.50%, 02/01/41		341		368,762
4.50%, 03/01/41		487		526,015
4.50%, 07/01/41		117		126,908
4.50%, 08/01/41		238		257,317
4.50%, 09/01/41		91		98,349
4.50%, 07/01/42		3,349		3,619,196
4.50%, 02/01/44		1,159		1,263,445
4.50%, 02/01/45		1,542		1,667,171
4.50%, 03/01/45		1,381		1,492,631
4.50%, 10/01/45		5,449		5,972,350
4.50%, 03/01/47		438		479,822
4.50%, 08/01/47		5,211		5,707,219


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 09/01/47	$	4,048	$	4,292,106
4.50%, 04/01/48		700		742,398
4.50%, 06/01/48		1,588		1,683,610
4.50%, 08/01/48		7,005		7,434,817
4.50%, 10/01/48		2,608		2,779,175
4.50%, 12/01/48		25,150		26,721,611
4.50%, 04/01/49		13,142		14,092,621
4.50%, 05/01/49		562		595,391
4.50%, 08/01/49		932		987,208
4.50%, 09/01/49		1,924		2,038,925
4.50%, 02/01/50		3,199		3,389,133
4.50%, 03/01/50		7,818		8,336,988
4.50%, 04/01/50		11,401		12,089,213
4.50%, 08/01/50		2,410		2,560,460
4.50%, 09/01/50		1,015		1,085,810
5.00%, 05/01/34		685		746,562
5.00%, 10/01/47		662		716,075
5.00%, 06/01/48		1,481		1,615,304
5.00%, 07/01/48		1,162		1,256,105
5.00%, 02/01/49		2,929		3,186,033
5.00%, 04/01/49		2,377		2,591,928
5.00%, 11/01/49		1,548		1,669,066
5.00%, 03/01/50		620		669,766
5.00%, 01/01/51		1,570		1,706,083
Government National Mortgage Association
1.50%, 04/20/51		585		547,844
1.50%, 03/21/52		9,125		8,554,331
2.00%, 07/20/50		9,793		9,599,281
2.00%, 08/20/50		62,556		61,320,433
2.00%, 09/20/50		5,654		5,542,396
2.00%, 10/20/50		732		717,473
2.00%, 12/20/50		17,004		16,668,410
2.00%, 01/20/51		5,360		5,254,127
2.00%, 06/20/51		3,271		3,200,063
2.00%, 07/20/51		1,733		1,695,408
2.00%, 08/20/51		3,843		3,759,659
2.00%, 10/20/51		325,310		318,279,677
2.00%, 11/20/51		24,480		23,951,141
2.00%, 12/20/51		319,147		312,249,660
2.00%, 03/21/52^(c)		447,190		437,198,098
2.50%, 03/20/27		44		44,942
2.50%, 08/20/27		58		59,206
2.50%, 09/20/27		74		74,865
2.50%, 01/20/28		251		253,746
2.50%, 04/20/28		140		141,605
2.50%, 11/20/30		114		115,953
2.50%, 04/20/32		348		352,945
2.50%, 12/20/42		512		517,051
2.50%, 03/15/43		56		56,394
2.50%, 03/20/43		193		194,604
2.50%, 04/15/43		32		32,493
2.50%, 01/20/45		21		20,956
2.50%, 04/15/45		40		40,678
2.50%, 06/15/45		66		66,214
2.50%, 10/20/45		12,057		12,170,775
2.50%, 09/15/46		17		16,784
2.50%, 10/15/46		390		391,017
2.50%, 11/20/46		250		252,117
2.50%, 12/20/46		11,352		11,453,674
2.50%, 01/20/47		5,258		5,304,687


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 11/20/47	$	117	$	117,487
2.50%, 10/20/49		2,561		2,561,148
2.50%, 04/20/50		252		252,980
2.50%, 06/20/50		19,991		20,038,305
2.50%, 08/20/50		11,471		11,497,943
2.50%, 09/20/50		31,676		31,750,106
2.50%, 01/20/51		88,416		88,623,562
2.50%, 02/20/51		91,148		91,167,077
2.50%, 05/20/51		233,647		233,694,854
2.50%, 06/20/51		3,956		3,956,844
2.50%, 07/20/51		223,306		223,352,172
2.50%, 08/20/51		123,276		123,301,172
2.50%, 09/20/51		12,664		12,666,472
2.50%, 12/20/51		51,734		51,744,166
2.50%, 01/20/52		24,927		24,931,729
2.50%, 03/21/52^(c)		203,991		203,823,664
3.00%, 01/20/27		154		157,912
3.00%, 04/15/27		74		75,499
3.00%, 04/20/27		89		91,667
3.00%, 05/20/27		3,612		3,702,422
3.00%, 07/15/27		1,771		1,815,057
3.00%, 09/15/27		29		29,652
3.00%, 09/20/27		138		141,123
3.00%, 10/15/27		360		369,184
3.00%, 11/20/27		22		22,807
3.00%, 01/20/28		20		20,596
3.00%, 09/20/28		60		61,370
3.00%, 10/20/28		81		83,032
3.00%, 11/20/28		196		201,400
3.00%, 01/20/29		59		60,679
3.00%, 05/20/29		166		170,512
3.00%, 10/20/30		19		19,994
3.00%, 12/20/31		227		233,580
3.00%, 01/20/42		16		16,319
3.00%, 04/15/42		297		308,188
3.00%, 07/20/42		194		200,859
3.00%, 08/15/42		426		442,886
3.00%, 08/20/42		187		194,092
3.00%, 09/15/42		6,372		6,620,644
3.00%, 09/20/42		530		549,562
3.00%, 10/15/42		890		924,637
3.00%, 10/20/42		6,416		6,651,893
3.00%, 11/15/42		5,294		5,501,202
3.00%, 11/20/42		395		409,389
3.00%, 12/15/42		318		330,811
3.00%, 12/20/42		1,415		1,466,546
3.00%, 01/20/43		9,961		10,326,024
3.00%, 02/15/43		562		583,610
3.00%, 02/20/43		392		406,254
3.00%, 03/15/43		255		265,311
3.00%, 04/15/43		402		418,719
3.00%, 04/20/43		4,991		5,167,579
3.00%, 05/15/43		174		180,198
3.00%, 06/15/43		77		79,537
3.00%, 07/15/43		98		101,825
3.00%, 08/15/43		887		922,367
3.00%, 09/15/43		1,524		1,585,877
3.00%, 09/20/43		1,129		1,168,531
3.00%, 11/20/43		41		42,092
3.00%, 12/20/43		11		11,621


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 01/15/44	$	373	$	387,092
3.00%, 01/20/44		3,371		3,490,628
3.00%, 02/20/44		1,096		1,134,725
3.00%, 03/20/44		1,193		1,235,665
3.00%, 04/20/44		22		23,084
3.00%, 05/15/44		15		15,533
3.00%, 06/20/44		205		212,655
3.00%, 07/20/44		645		664,862
3.00%, 08/20/44		24,037		24,887,891
3.00%, 09/20/44		762		785,501
3.00%, 10/15/44		524		540,899
3.00%, 10/20/44		4,008		4,149,795
3.00%, 12/20/44		21		21,555
3.00%, 01/20/45		32		33,482
3.00%, 03/15/45		1,022		1,054,775
3.00%, 03/20/45		18		18,490
3.00%, 04/20/45		285		293,584
3.00%, 05/15/45		2,406		2,497,604
3.00%, 05/20/45		10,406		10,723,175
3.00%, 07/15/45		56		56,990
3.00%, 07/20/45		16,996		17,513,787
3.00%, 08/15/45		2,630		2,714,119
3.00%, 08/20/45		36,456		37,565,725
3.00%, 09/20/45		412		424,401
3.00%, 10/20/45		9,130		9,437,253
3.00%, 11/20/45		3,862		3,999,689
3.00%, 12/20/45		12,635		13,042,722
3.00%, 01/20/46		5,232		5,391,426
3.00%, 02/20/46		13,205		13,606,721
3.00%, 03/20/46		5,728		5,880,715
3.00%, 04/20/46		4,906		5,034,372
3.00%, 05/20/46		17,074		17,522,771
3.00%, 06/20/46		12,690		13,023,261
3.00%, 07/15/46		509		525,790
3.00%, 07/20/46		18,862		19,356,817
3.00%, 08/20/46		36,211		37,161,559
3.00%, 09/20/46		29,385		30,156,595
3.00%, 10/20/46		10,188		10,455,425
3.00%, 11/15/46		155		160,283
3.00%, 11/20/46		19,443		19,953,393
3.00%, 12/15/46		5,816		6,019,155
3.00%, 12/20/46		35,563		36,496,811
3.00%, 01/20/47		26,030		26,713,554
3.00%, 02/15/47		13,358		13,788,000
3.00%, 02/20/47		7,421		7,616,154
3.00%, 03/20/47		20,009		20,534,408
3.00%, 04/20/47		1,036		1,061,140
3.00%, 06/15/47		188		195,571
3.00%, 06/20/47		7,655		7,840,695
3.00%, 07/20/47		2,794		2,861,513
3.00%, 08/20/47		886		907,064
3.00%, 09/15/47		117		121,413
3.00%, 09/20/47		6,976		7,144,934
3.00%, 11/20/47		15,940		16,326,174
3.00%, 12/15/47		30		31,377
3.00%, 02/20/48		5,469		5,596,766
3.00%, 03/20/48		3,783		3,874,752
3.00%, 04/20/48		8,251		8,450,660
3.00%, 05/20/48		2,156		2,208,463
3.00%, 08/20/48		3,183		3,259,777


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 09/20/48	$	1,890	$	1,935,290
3.00%, 10/20/48		1,288		1,319,423
3.00%, 11/20/48		2,694		2,759,383
3.00%, 12/20/48		1,768		1,811,099
3.00%, 01/20/49		697		713,939
3.00%, 02/20/49		625		640,309
3.00%, 06/20/49		4,111		4,210,600
3.00%, 07/20/49		6,539		6,676,396
3.00%, 09/20/49		27,637		28,187,483
3.00%, 10/20/49		12,052		12,289,115
3.00%, 12/20/49		44,187		45,032,624
3.00%, 01/20/50		28,168		28,699,101
3.00%, 02/15/50		3,603		3,686,880
3.00%, 02/20/50		50,451		51,389,440
3.00%, 03/20/50		9,677		9,846,868
3.00%, 06/20/51		13,232		13,463,624
3.00%, 08/20/51		9,408		9,572,743
3.00%, 10/20/51		1,163		1,182,968
3.00%, 11/20/51		30,811		31,349,926
3.00%, 03/21/52^(c)		47,612		48,402,433
3.50%, 08/15/24		143		144,973
3.50%, 12/15/25		6		6,167
3.50%, 02/15/26		107		109,077
3.50%, 05/15/26		19		19,256
3.50%, 12/20/26		92		94,510
3.50%, 03/20/27		16		16,501
3.50%, 04/20/27		53		54,647
3.50%, 01/20/29		11		11,691
3.50%, 07/15/29		191		197,439
3.50%, 02/20/31		72		72,619
3.50%, 01/15/41		14		14,304
3.50%, 01/20/41		84		89,362
3.50%, 09/15/41		204		215,541
3.50%, 10/15/41		21		21,972
3.50%, 11/15/41		74		78,786
3.50%, 11/20/41		387		410,676
3.50%, 12/15/41		2,056		2,166,819
3.50%, 01/15/42		205		216,105
3.50%, 01/20/42		138		146,970
3.50%, 02/15/42		438		461,003
3.50%, 02/20/42		84		89,445
3.50%, 03/15/42		187		196,957
3.50%, 03/20/42		11,392		12,081,267
3.50%, 04/15/42		484		511,208
3.50%, 05/15/42		518		546,672
3.50%, 05/20/42		114		121,088
3.50%, 06/15/42		132		139,536
3.50%, 07/15/42		440		463,774
3.50%, 08/15/42		55		58,064
3.50%, 08/20/42		1,151		1,221,069
3.50%, 09/15/42		1,366		1,440,653
3.50%, 09/20/42		15,372		16,301,463
3.50%, 10/15/42		1,186		1,251,204
3.50%, 10/20/42		16,110		17,084,465
3.50%, 11/15/42		486		513,144
3.50%, 11/20/42		16,238		17,219,968
3.50%, 12/20/42		12,747		13,517,355
3.50%, 01/15/43		401		422,877
3.50%, 01/20/43		2,021		2,142,368
3.50%, 02/15/43		108		113,754


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 03/15/43	$	9,760	$	10,290,299
3.50%, 03/20/43		41		43,462
3.50%, 04/15/43		127		133,586
3.50%, 04/20/43		2,984		3,174,445
3.50%, 05/15/43		1,054		1,112,156
3.50%, 06/15/43		9,658		10,181,262
3.50%, 08/15/43		277		291,883
3.50%, 09/20/43		3,168		3,369,962
3.50%, 10/15/43		80		84,052
3.50%, 10/20/43		1,506		1,601,970
3.50%, 01/20/44		3		3,566
3.50%, 02/20/44		809		859,301
3.50%, 04/20/44		286		300,737
3.50%, 06/15/44		4		4,590
3.50%, 07/15/44		51		53,574
3.50%, 09/15/44		483		508,323
3.50%, 09/20/44		8,354		8,790,948
3.50%, 10/20/44		1,341		1,410,703
3.50%, 12/15/44		96		100,997
3.50%, 12/20/44		818		861,276
3.50%, 01/15/45		129		133,526
3.50%, 03/15/45		66		69,003
3.50%, 04/15/45		312		328,126
3.50%, 04/20/45		10,135		10,610,153
3.50%, 05/20/45		101		105,700
3.50%, 06/20/45		2,982		3,121,504
3.50%, 09/20/45		5,349		5,630,206
3.50%, 10/20/45		219		229,292
3.50%, 11/20/45		9,890		10,353,160
3.50%, 12/20/45		7,924		8,294,657
3.50%, 01/20/46		758		795,818
3.50%, 02/20/46		310		324,701
3.50%, 03/20/46		20,323		21,241,212
3.50%, 04/20/46		12,751		13,326,777
3.50%, 05/20/46		2,971		3,104,909
3.50%, 06/15/46		485		507,567
3.50%, 06/20/46		53,227		55,631,686
3.50%, 07/15/46		2,056		2,149,931
3.50%, 07/20/46		3,074		3,212,879
3.50%, 08/15/46		3,695		3,864,620
3.50%, 08/20/46		100		104,089
3.50%, 09/15/46		3,055		3,194,692
3.50%, 09/20/46		6,336		6,622,066
3.50%, 10/15/46		1,426		1,490,825
3.50%, 10/20/46		387		404,917
3.50%, 11/20/46		5,243		5,479,801
3.50%, 12/20/46		10,015		10,467,057
3.50%, 01/20/47		27,233		28,464,088
3.50%, 02/20/47		61,540		64,320,311
3.50%, 03/20/47		16,802		17,471,782
3.50%, 04/20/47		11,702		12,189,634
3.50%, 05/20/47		876		911,295
3.50%, 06/15/47		1,066		1,114,743
3.50%, 06/20/47		4,545		4,726,292
3.50%, 07/20/47		1,814		1,902,246
3.50%, 08/20/47		17,381		18,114,257
3.50%, 09/15/47		466		487,166
3.50%, 09/20/47		31,415		32,666,109
3.50%, 10/15/47		1,630		1,703,974
3.50%, 10/20/47		20,694		21,591,379


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
3.50%, 11/15/47	$	3,757		$	3,929,134
3.50%, 11/20/47		23,101			24,023,881
3.50%, 12/15/47		24,541			25,761,918
3.50%, 12/20/47		22,975			24,051,616
3.50%, 01/15/48		6,174			6,455,713
3.50%, 01/20/48		22,997			23,929,875
3.50%, 02/15/48		252			266,439
3.50%, 02/20/48		19,450			20,276,010
3.50%, 03/20/48		109			113,212
3.50%, 04/15/48		478			505,133
3.50%, 04/20/48		19,690			20,565,052
3.50%, 05/15/48		72			75,642
3.50%, 09/15/48		1,216			1,283,519
3.50%, 09/20/48		4,871			5,091,164
3.50%, 01/20/49		3,110			3,233,973
3.50%, 06/20/49		645			671,083
3.50%, 07/20/49		62			64,185
3.50%, 09/20/49		13,411			13,887,422
3.50%, 11/15/49		747			777,386
3.50%, 12/20/49		8,091			8,370,791
3.50%, 01/20/50		40,312			41,708,357
3.50%, 02/20/50		67			69,252
4.00%, 07/15/24		10			10,221
4.00%, 08/15/24		17			17,675
4.00%, 12/15/24		17			17,530
4.00%, 11/15/25		25			25,709
4.00%, 05/15/26		21			22,233
4.00%, 07/20/26		13			13,223
4.00%, 06/15/39		67			71,971
4.00%, 07/20/40		43			46,307
4.00%, 08/15/40		42			45,688
4.00%, 09/15/40		196			210,321
4.00%, 10/15/40		120			129,429
4.00%, 11/15/40		110			118,131
4.00%, 11/20/40		264			283,228
4.00%, 12/15/40		64			69,438
4.00%, 01/15/41		205			220,024
4.00%, 01/20/41		67			71,651
4.00%, 02/15/41		2,382			2,566,223
4.00%, 03/15/41		384			414,422
4.00%, 04/15/41		1,922			2,070,886
4.00%, 05/15/41		488			526,005
4.00%, 06/15/41		0	^(b)		402
4.00%, 07/15/41		804			867,802
4.00%, 07/20/41		19			20,189
4.00%, 08/15/41		52			55,783
4.00%, 08/20/41		35			37,939
4.00%, 09/15/41		261			282,213
4.00%, 09/20/41		111			119,401
4.00%, 10/15/41		37			39,984
4.00%, 11/15/41		17			17,793
4.00%, 11/20/41		287			308,069
4.00%, 12/15/41		620			668,689
4.00%, 12/20/41		90			96,464
4.00%, 01/15/42		319			344,780
4.00%, 01/20/42		285			305,522
4.00%, 02/15/42		1,504			1,616,617
4.00%, 02/20/42		110			117,932
4.00%, 03/15/42		3,183			3,408,496
4.00%, 04/15/42		1,680			1,798,820


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 05/15/42	$	511	$	547,696
4.00%, 05/20/42		7		7,821
4.00%, 06/20/42		10		11,129
4.00%, 07/20/42		187		200,440
4.00%, 08/15/42		491		525,402
4.00%, 08/20/42		1,812		1,942,530
4.00%, 10/15/42		317		341,046
4.00%, 11/20/42		426		456,856
4.00%, 04/20/43		182		194,875
4.00%, 05/15/43		15		15,740
4.00%, 05/20/43		1,354		1,447,241
4.00%, 06/20/43		32		34,401
4.00%, 09/15/43		137		148,498
4.00%, 09/20/43		28		29,772
4.00%, 11/15/43		7		7,846
4.00%, 02/20/44		118		126,347
4.00%, 03/15/44		131		140,265
4.00%, 03/20/44		256		272,971
4.00%, 04/15/44		16		17,017
4.00%, 04/20/44		428		456,874
4.00%, 05/15/44		74		78,734
4.00%, 07/15/44		45		48,055
4.00%, 07/20/44		458		488,186
4.00%, 08/15/44		20		21,801
4.00%, 08/20/44		2,205		2,352,166
4.00%, 09/15/44		230		244,598
4.00%, 10/20/44		5,128		5,469,529
4.00%, 01/15/45		18		18,690
4.00%, 01/20/45		5,398		5,756,736
4.00%, 02/15/45		2		2,208
4.00%, 03/15/45		35		36,660
4.00%, 03/20/45		966		1,029,877
4.00%, 04/15/45		37		38,864
4.00%, 04/20/45		222		235,063
4.00%, 05/15/45		35		37,098
4.00%, 06/15/45		188		199,706
4.00%, 06/20/45		2,354		2,498,143
4.00%, 07/15/45		51		53,484
4.00%, 08/15/45		41		43,274
4.00%, 08/20/45		927		983,869
4.00%, 09/15/45		273		290,498
4.00%, 09/20/45		7,975		8,463,145
4.00%, 10/15/45		83		87,624
4.00%, 10/20/45		332		352,581
4.00%, 11/15/45		60		63,295
4.00%, 11/20/45		532		564,601
4.00%, 01/20/46		1,419		1,505,985
4.00%, 03/20/46		9,894		10,500,164
4.00%, 04/15/46		556		589,379
4.00%, 04/20/46		5,269		5,591,611
4.00%, 05/15/46		5		5,221
4.00%, 07/20/46		1,242		1,314,728
4.00%, 08/15/46		61		64,622
4.00%, 09/20/46		2,394		2,533,130
4.00%, 10/15/46		141		149,308
4.00%, 11/15/46		206		218,450
4.00%, 11/20/46		4,464		4,724,391
4.00%, 12/15/46		1,659		1,761,391
4.00%, 12/20/46		2,390		2,529,492
4.00%, 01/20/47		7,267		7,690,499


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 03/20/47	$	235	$	248,541
4.00%, 04/20/47		16,150		16,945,506
4.00%, 06/20/47		27,953		29,330,377
4.00%, 07/20/47		43,003		45,121,899
4.00%, 08/20/47		9,680		10,186,465
4.00%, 09/20/47		1,091		1,145,064
4.00%, 10/15/47		24		25,537
4.00%, 10/20/47		1,358		1,424,996
4.00%, 11/20/47		38,368		40,258,625
4.00%, 12/20/47		5,348		5,611,876
4.00%, 01/15/48		1,875		1,979,746
4.00%, 01/20/48		8,018		8,510,234
4.00%, 02/20/48		4,990		5,236,128
4.00%, 03/20/48		25,858		27,168,584
4.00%, 04/20/48		17,203		18,004,080
4.00%, 05/15/48		155		164,309
4.00%, 05/20/48		13,456		14,079,990
4.00%, 06/20/48		11,041		11,555,186
4.00%, 07/20/48		6,331		6,624,942
4.00%, 08/20/48		18,525		19,385,055
4.00%, 09/20/48		10,926		11,432,858
4.00%, 10/20/48		1,676		1,753,834
4.00%, 11/20/48		16,147		16,896,251
4.00%, 12/20/48		5,125		5,363,068
4.00%, 02/20/49		1,948		2,037,901
4.00%, 05/20/49		2,000		2,079,672
4.00%, 06/20/49		1,724		1,796,246
4.00%, 07/20/49		6,621		6,904,919
4.00%, 09/15/49		101		106,682
4.00%, 02/20/50		341		355,053
4.00%, 07/20/50		473		495,415
4.50%, 04/20/26		13		14,071
4.50%, 07/15/33		2		1,812
4.50%, 08/15/33		17		19,117
4.50%, 11/20/33		3		2,862
4.50%, 06/15/34		2		1,914
4.50%, 01/15/35		1		858
4.50%, 06/20/35		16		16,965
4.50%, 08/15/35		10		11,257
4.50%, 10/15/35		1		554
4.50%, 03/15/39		95		105,748
4.50%, 03/20/39		39		42,451
4.50%, 04/15/39		321		352,953
4.50%, 05/15/39		99		109,563
4.50%, 06/15/39		90		99,479
4.50%, 07/15/39		318		350,071
4.50%, 08/15/39		1,483		1,634,915
4.50%, 09/15/39		38		42,175
4.50%, 10/15/39		6		6,979
4.50%, 11/15/39		60		65,889
4.50%, 11/20/39		466		512,162
4.50%, 12/15/39		74		81,339
4.50%, 01/15/40		185		204,639
4.50%, 01/20/40		510		560,409
4.50%, 02/15/40		130		144,290
4.50%, 03/15/40		102		113,339
4.50%, 04/15/40		37		41,336
4.50%, 05/15/40		31		34,718
4.50%, 05/20/40		81		88,578
4.50%, 06/15/40		2,790		3,076,550


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 06/20/40	$	30	$	33,196
4.50%, 07/15/40		1,101		1,214,629
4.50%, 08/15/40		3,746		4,130,955
4.50%, 08/20/40		795		873,938
4.50%, 09/15/40		189		207,705
4.50%, 10/15/40		75		82,217
4.50%, 10/20/40		2,300		2,527,203
4.50%, 12/15/40		17		18,539
4.50%, 01/15/41		8		8,399
4.50%, 01/20/41		177		194,343
4.50%, 02/15/41		7		7,876
4.50%, 02/20/41		35		38,104
4.50%, 03/15/41		95		103,495
4.50%, 03/20/41		139		152,751
4.50%, 04/15/41		23		26,135
4.50%, 04/20/41		4,755		5,225,382
4.50%, 05/15/41		57		62,932
4.50%, 06/15/41		52		57,674
4.50%, 06/20/41		2,888		3,173,544
4.50%, 07/15/41		39		42,471
4.50%, 07/20/41		330		363,063
4.50%, 08/15/41		49		53,314
4.50%, 08/20/41		55		60,494
4.50%, 09/15/41		47		52,084
4.50%, 09/20/41		1,587		1,744,446
4.50%, 11/20/41		1,630		1,791,386
4.50%, 12/20/41		52		57,293
4.50%, 01/20/42		105		115,067
4.50%, 02/20/42		61		67,203
4.50%, 03/20/42		15		16,097
4.50%, 04/20/42		26		28,816
4.50%, 05/20/42		21		22,893
4.50%, 08/20/43		11		12,322
4.50%, 09/20/43		85		93,328
4.50%, 11/20/43		714		783,206
4.50%, 08/20/44		23		24,540
4.50%, 09/20/44		146		158,472
4.50%, 10/20/44		104		113,620
4.50%, 11/20/44		163		176,925
4.50%, 06/20/45		171		187,065
4.50%, 09/15/45		21		23,445
4.50%, 10/15/45		48		53,943
4.50%, 10/20/45		58		62,910
4.50%, 11/20/45		3,164		3,441,543
4.50%, 12/20/45		174		189,753
4.50%, 01/20/46		8		8,347
4.50%, 02/15/46		274		304,932
4.50%, 02/20/46		848		921,925
4.50%, 05/20/46		125		136,314
4.50%, 07/20/46		298		324,463
4.50%, 08/15/46		17		18,444
4.50%, 08/20/46		12		13,382
4.50%, 09/15/46		77		85,716
4.50%, 09/20/46		499		548,622
4.50%, 10/15/46		35		39,529
4.50%, 10/20/46		1,877		2,058,339
4.50%, 11/20/46		498		546,449
4.50%, 02/20/47		279		302,896
4.50%, 04/20/47		357		381,060
4.50%, 05/20/47		1,132		1,207,206


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 06/15/47	$	66	$	72,978
4.50%, 06/20/47		1,003		1,069,612
4.50%, 07/20/47		2,293		2,444,852
4.50%, 08/15/47		27		30,356
4.50%, 10/20/47		2,246		2,391,147
4.50%, 01/20/48		178		189,244
4.50%, 02/20/48		2,919		3,107,028
4.50%, 03/20/48		1,477		1,572,480
4.50%, 04/20/48		7,651		8,143,980
4.50%, 06/20/48		14,317		15,024,581
4.50%, 07/20/48		9,435		9,902,151
4.50%, 08/20/48		7,057		7,406,201
4.50%, 09/20/48		939		985,118
4.50%, 10/20/48		2,367		2,484,322
4.50%, 11/20/48		206		215,945
4.50%, 12/20/48		9,558		10,031,308
4.50%, 01/20/49		19,081		20,024,998
4.50%, 02/20/49		1,162		1,226,927
4.50%, 03/20/49		2,076		2,178,905
4.50%, 04/20/49		4,342		4,571,109
4.50%, 05/20/49		3,341		3,529,678
4.50%, 08/20/49		3,024		3,173,288
4.50%, 09/20/49		47		49,634
4.50%, 02/20/50		10,989		11,532,167
4.50%, 03/20/50		5,190		5,446,562
4.50%, 04/20/50		4,361		4,600,228
4.50%, 05/20/50		3,618		3,796,923
4.50%, 03/20/51		3,006		3,154,566
5.00%, 11/15/24		158		162,690
5.00%, 03/15/33		3		3,554
5.00%, 05/20/33		190		205,951
5.00%, 06/15/33		6		6,393
5.00%, 07/15/33		24		26,436
5.00%, 07/20/33		1		1,367
5.00%, 08/15/33		78		84,412
5.00%, 09/15/33		44		48,720
5.00%, 10/15/33		30		30,758
5.00%, 01/15/34		1		1,073
5.00%, 01/20/34		2		1,742
5.00%, 02/15/34		32		34,269
5.00%, 04/15/34		3		2,727
5.00%, 05/15/34		3		2,824
5.00%, 05/20/34		1		949
5.00%, 06/15/34		24		25,978
5.00%, 07/15/34		15		16,650
5.00%, 12/15/34		3		3,348
5.00%, 01/15/35		9		10,873
5.00%, 03/15/35		1		723
5.00%, 05/15/35		2		1,930
5.00%, 07/20/35		772		838,824
5.00%, 08/15/35		25		26,542
5.00%, 09/15/35		8		8,890
5.00%, 10/15/35		61		66,094
5.00%, 11/15/35		12		12,833
5.00%, 12/15/35		12		12,842
5.00%, 04/20/36		25		26,741
5.00%, 09/15/36		19		21,210
5.00%, 12/15/36		3,061		3,348,048
5.00%, 04/20/37		1		1,186
5.00%, 12/15/37		2		2,348


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.00%, 01/15/38	$	1		$	660
5.00%, 02/15/38		0	^(b)		459
5.00%, 03/15/38		1			610
5.00%, 03/20/38		5			6,215
5.00%, 04/15/38		15			16,566
5.00%, 04/20/38		139			157,887
5.00%, 05/15/38		71			76,826
5.00%, 05/20/38		2			1,913
5.00%, 06/15/38		34			37,577
5.00%, 06/20/38		13			15,292
5.00%, 07/15/38		2			2,188
5.00%, 07/15/38		0	^(b)		327
5.00%, 08/15/38		32			34,875
5.00%, 08/20/38		11			12,704
5.00%, 10/15/38		14			15,193
5.00%, 10/20/38		15			17,022
5.00%, 12/15/38		8			9,137
5.00%, 01/15/39		1,208			1,331,553
5.00%, 02/15/39		307			336,826
5.00%, 03/15/39		72			79,081
5.00%, 04/15/39		55			59,753
5.00%, 05/15/39		15			16,822
5.00%, 05/20/39		7			7,434
5.00%, 06/15/39		89			99,049
5.00%, 06/20/39		29			32,833
5.00%, 07/15/39		2,945			3,247,700
5.00%, 08/15/39		106			116,420
5.00%, 09/15/39		312			345,490
5.00%, 10/15/39		36			40,519
5.00%, 10/20/39		879			996,813
5.00%, 11/15/39		57			62,533
5.00%, 12/15/39		16			17,930
5.00%, 02/15/40		334			371,209
5.00%, 03/15/40		32			34,788
5.00%, 04/15/40		12			13,414
5.00%, 05/15/40		651			717,916
5.00%, 05/20/40		12			13,306
5.00%, 06/15/40		121			134,196
5.00%, 06/20/40		32			35,905
5.00%, 07/15/40		38			41,759
5.00%, 07/20/40		3,175			3,600,693
5.00%, 08/15/40		12			12,698
5.00%, 08/20/40		962			1,090,802
5.00%, 12/15/40		87			95,515
5.00%, 01/20/41		61			69,694
5.00%, 02/20/41		27			30,628
5.00%, 04/15/41		12			13,416
5.00%, 04/20/41		1			1,498
5.00%, 05/20/41		38			42,864
5.00%, 06/20/41		8			9,154
5.00%, 07/20/41		10			11,278
5.00%, 09/20/41		14			15,590
5.00%, 10/20/41		9			9,645
5.00%, 11/20/41		2,974			3,373,321
5.00%, 12/20/41		21			24,152
5.00%, 02/20/42		91			102,881
5.00%, 03/20/42		15			17,210
5.00%, 07/20/42		529			600,176
5.00%, 08/20/42		27			30,358
5.00%, 10/20/42		2			2,090


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.00%, 01/20/43	$	151		$	171,265
5.00%, 04/20/43		36			40,813
5.00%, 05/20/43		24			27,420
5.00%, 11/20/43		87			96,775
5.00%, 01/20/44		110			124,160
5.00%, 03/15/44		2,325			2,560,107
5.00%, 05/20/44		268			304,057
5.00%, 06/20/44		36			40,848
5.00%, 07/20/44		203			229,763
5.00%, 08/20/44		91			103,626
5.00%, 12/20/44		283			321,220
5.00%, 04/20/45		133			150,618
5.00%, 08/20/45		16			18,025
5.00%, 09/20/45		13			14,278
5.00%, 10/20/45		96			109,394
5.00%, 11/20/45		6			6,911
5.00%, 02/20/46		664			752,542
5.00%, 04/20/46		124			140,230
5.00%, 05/20/46		11			12,308
5.00%, 07/20/46		12			13,894
5.00%, 04/20/47		130			141,084
5.00%, 07/15/47		344			377,723
5.00%, 08/15/47		187			202,150
5.00%, 09/20/47		19			20,542
5.00%, 03/20/48		705			754,069
5.00%, 04/20/48		3,800			4,067,219
5.00%, 05/20/48		1,915			2,047,906
5.00%, 08/20/48		1,679			1,808,054
5.00%, 09/20/48		1,268			1,365,621
5.00%, 11/20/48		7,849			8,444,662
5.00%, 12/20/48		2,060			2,221,396
5.00%, 01/20/49		4,972			5,297,019
5.00%, 02/20/49		1,213			1,291,864
5.00%, 04/20/49		893			951,174
5.00%, 06/20/49		1,982			2,111,528
5.00%, 07/20/49		1,809			1,926,723
5.00%, 09/20/49		18			19,497
5.00%, 10/20/49		70			74,936
5.00%, 11/20/49		550			588,298
5.00%, 02/20/50		829			886,932
5.00%, 05/20/50		1,645			1,760,004
5.50%, 01/15/24		4			4,485
5.50%, 12/15/31		23			24,368
5.50%, 05/20/32		0	^(b)		427
5.50%, 10/15/32		2			2,365
5.50%, 11/15/32		2			2,180
5.50%, 01/15/33		8			8,737
5.50%, 02/15/33		9			11,005
5.50%, 03/15/33		16			16,616
5.50%, 04/15/33		28			30,073
5.50%, 05/15/33		22			24,185
5.50%, 06/15/33		3			2,422
5.50%, 07/15/33		8			8,668
5.50%, 08/15/33		36			38,879
5.50%, 09/15/33		12			13,175
5.50%, 10/15/33		5			5,884
5.50%, 11/15/33		44			48,380
5.50%, 12/15/33		8			8,475
5.50%, 12/15/33		0	^(b)		153
5.50%, 01/15/34		30			32,753


Security		Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 02/15/34	$		0	^(b)	$	389
5.50%, 03/15/34			15			17,168
5.50%, 04/15/34			18			19,815
5.50%, 05/15/34			41			46,459
5.50%, 06/15/34			22			23,857
5.50%, 07/15/34			10			10,693
5.50%, 10/15/34			5			5,097
5.50%, 11/15/34			13			14,326
5.50%, 11/20/34			921			1,032,854
5.50%, 12/15/34			5			5,772
5.50%, 02/15/35			20			22,630
5.50%, 03/15/35			18			19,283
5.50%, 04/15/35			19			20,864
5.50%, 05/15/35			16			17,022
5.50%, 06/15/35			25			27,829
5.50%, 07/15/35			22			24,107
5.50%, 08/15/35			5			4,966
5.50%, 09/15/35			20			21,799
5.50%, 10/15/35			9			10,349
5.50%, 11/15/35			4			4,211
5.50%, 12/15/35			14			15,569
5.50%, 01/15/36			5			5,164
5.50%, 02/15/36			2			2,460
5.50%, 03/15/36			739			826,355
5.50%, 03/20/36			202			225,808
5.50%, 04/15/36			3			3,356
5.50%, 07/15/36			1			1,343
5.50%, 07/20/36			269			300,827
5.50%, 11/20/36			0	^(b)		545
5.50%, 12/15/36			6			6,978
5.50%, 01/15/37			0	^(b)		239
5.50%, 03/15/37			38			40,849
5.50%, 04/15/37			17			18,847
5.50%, 05/15/37			1			1,586
5.50%, 07/15/37			2			2,343
5.50%, 01/15/38			1			1,105
5.50%, 01/20/38			1			975
5.50%, 02/15/38			12			13,816
5.50%, 03/15/38			4			4,370
5.50%, 05/15/38			10			12,130
5.50%, 05/15/38			0	^(b)		838
5.50%, 06/15/38			94			105,057
5.50%, 06/15/38			0	^(b)		329
5.50%, 06/20/38			1,038			1,161,972
5.50%, 07/15/38			27			30,336
5.50%, 07/20/38			11			12,799
5.50%, 08/15/38			42			46,418
5.50%, 09/15/38			12			13,164
5.50%, 09/20/38			8			8,614
5.50%, 10/15/38			623			699,450
5.50%, 10/20/38			32			35,485
5.50%, 11/15/38			18			20,713
5.50%, 11/20/38			1			715
5.50%, 12/15/38			11			12,271
5.50%, 12/20/38			28			30,936
5.50%, 01/15/39			63			69,135
5.50%, 01/20/39			13			14,091
5.50%, 02/15/39			4			4,822
5.50%, 02/20/39			51			57,412
5.50%, 03/20/39			780			874,762


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 04/15/39	$	10		$	10,810
5.50%, 05/15/39		2			1,933
5.50%, 11/15/39		4			4,646
5.50%, 12/15/39		185			206,744
5.50%, 01/15/40		1,723			1,935,031
5.50%, 03/15/40		22			24,305
5.50%, 04/15/40		36			38,264
5.50%, 07/20/40		1,549			1,739,316
5.50%, 11/15/40		17			19,186
5.50%, 12/20/40		8			8,885
5.50%, 04/20/41		30			33,774
5.50%, 10/20/41		24			26,793
5.50%, 11/20/41		23			26,076
5.50%, 01/20/42		6			6,962
5.50%, 07/20/42		6			6,944
5.50%, 11/20/42		51			57,691
5.50%, 06/20/43		125			142,385
5.50%, 07/20/43		27			30,732
5.50%, 04/20/44		44			49,862
5.50%, 08/20/44		39			44,532
5.50%, 01/20/47		24			26,810
5.50%, 02/20/47		27			30,413
5.50%, 03/20/48		62			70,139
5.50%, 04/20/48		95			106,450
5.50%, 11/20/48		832			918,300
6.00%, 01/15/24		1			543
6.00%, 04/15/26		0	^(b)		164
6.00%, 04/15/26		1			1,189
6.00%, 05/15/26		2			1,797
6.00%, 04/15/28		0	^(b)		444
6.00%, 05/15/28		1			966
6.00%, 07/20/28		0	^(b)		207
6.00%, 09/15/28		0	^(b)		214
6.00%, 09/20/28		0	^(b)		282
6.00%, 10/15/28		0	^(b)		320
6.00%, 12/15/28		0	^(b)		454
6.00%, 12/15/28		1			807
6.00%, 01/15/29		9			9,409
6.00%, 01/15/29		0	^(b)		305
6.00%, 02/15/29		0	^(b)		349
6.00%, 02/15/29		26			29,343
6.00%, 03/15/29		1			663
6.00%, 04/15/29		3			3,505
6.00%, 04/15/29		0	^(b)		348
6.00%, 05/15/29		3			2,851
6.00%, 05/20/29		1			840
6.00%, 06/15/29		2			2,308
6.00%, 07/15/29		0	^(b)		191
6.00%, 08/20/29		0	^(b)		207
6.00%, 06/15/31		1			847
6.00%, 10/15/31		3			3,355
6.00%, 11/15/31		2			1,878
6.00%, 12/15/31		4			4,219
6.00%, 01/15/32		0	^(b)		455
6.00%, 02/15/32		0	^(b)		287
6.00%, 02/15/32		4			4,304
6.00%, 03/15/32		2			1,632
6.00%, 03/15/32		0	^(b)		397
6.00%, 04/15/32		4			4,612
6.00%, 05/15/32		0	^(b)		555


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.00%, 05/15/32	$	2		$	1,532
6.00%, 06/15/32		2			1,695
6.00%, 07/15/32		2			1,818
6.00%, 08/15/32		3			3,846
6.00%, 08/15/32		0	^(b)		464
6.00%, 09/15/32		5			5,262
6.00%, 10/15/32		11			12,918
6.00%, 12/15/32		0	^(b)		419
6.00%, 12/15/32		34			37,162
6.00%, 01/15/33		2			1,233
6.00%, 01/15/33		0	^(b)		509
6.00%, 02/15/33		10			10,688
6.00%, 06/15/33		15			16,996
6.00%, 08/15/33		2			1,730
6.00%, 09/15/33		44			49,509
6.00%, 11/15/33		7			7,803
6.00%, 12/15/33		56			64,257
6.00%, 07/15/34		6			7,207
6.00%, 08/15/34		3			3,794
6.00%, 09/15/34		3			2,711
6.00%, 10/15/34		12			13,580
6.00%, 11/15/34		1			648
6.00%, 09/15/35		3			3,608
6.00%, 11/15/35		2			1,689
6.00%, 12/15/35		11			11,753
6.00%, 01/15/36		1			778
6.00%, 01/20/36		3			3,597
6.00%, 04/15/36		4			4,560
6.00%, 06/15/36		10			11,415
6.00%, 07/15/36		3			3,901
6.00%, 08/15/36		18			20,527
6.00%, 10/15/36		3			4,233
6.00%, 11/15/36		16			17,123
6.00%, 01/15/37		24			26,606
6.00%, 01/20/37		1			1,530
6.00%, 02/15/37		2			1,890
6.00%, 03/15/37		1,477			1,678,983
6.00%, 04/15/37		30			33,142
6.00%, 05/15/37		0	^(b)		528
6.00%, 05/15/37		22			24,961
6.00%, 06/15/37		3			4,085
6.00%, 08/15/37		1			1,439
6.00%, 09/15/37		7			7,388
6.00%, 10/20/37		24			27,221
6.00%, 11/15/37		0	^(b)		440
6.00%, 11/20/37		23			25,923
6.00%, 12/15/37		6			6,905
6.00%, 01/15/38		20			22,889
6.00%, 02/15/38		12			13,371
6.00%, 03/15/38		3			3,145
6.00%, 05/15/38		19			20,116
6.00%, 06/15/38		3			3,834
6.00%, 06/20/38		15			17,599
6.00%, 08/15/38		10			10,268
6.00%, 09/20/38		1,593			1,809,867
6.00%, 10/15/38		2			1,600
6.00%, 11/15/38		5			5,804
6.00%, 11/15/38		0	^(b)		116
6.00%, 12/15/38		686			780,617
6.00%, 01/15/39		77			86,771


Security		Par (000)			Value

Mortgage-Backed Securities (continued)
6.00%, 06/15/39	$		5		$	5,994
6.00%, 09/15/39			36			39,082
6.00%, 09/20/39			110			126,984
6.00%, 11/15/39			271			308,047
6.00%, 12/15/39			4			4,772
6.00%, 04/20/40			216			249,228
6.00%, 12/15/40			8			9,161
6.00%, 12/20/40			5			5,239
6.00%, 11/20/41			2			2,523
6.00%, 01/20/42			19			21,388
6.00%, 04/20/42			4			4,692
6.00%, 07/20/45			161			185,231
6.00%, 01/20/46			424			489,049
6.00%, 03/21/52			7,000			7,595,820
6.50%, 05/15/23			0	^(b)		177
6.50%, 09/15/23			0	^(b)		435
6.50%, 10/15/23			0	^(b)		39
6.50%, 11/15/23			0	^(b)		126
6.50%, 04/15/24			0	^(b)		208
6.50%, 05/15/24			0	^(b)		197
6.50%, 07/15/24			0	^(b)		316
6.50%, 10/15/24			0	^(b)		78
6.50%, 03/15/26			0	^(b)		590
6.50%, 04/15/26			0	^(b)		127
6.50%, 03/15/28			1			727
6.50%, 03/15/28			0	^(b)		109
6.50%, 04/15/28			0	^(b)		188
6.50%, 06/15/28			0	^(b)		191
6.50%, 08/15/28			0	^(b)		68
6.50%, 09/15/28			0	^(b)		192
6.50%, 09/15/28			3			1,870
6.50%, 10/15/28			7			7,504
6.50%, 10/15/28			0	^(b)		437
6.50%, 10/20/28			0	^(b)		478
6.50%, 11/15/28			5			5,122
6.50%, 12/15/28			6			5,652
6.50%, 01/15/29			7			7,092
6.50%, 01/15/29			0	^(b)		480
6.50%, 02/15/29			0	^(b)		156
6.50%, 03/15/29			2			1,960
6.50%, 03/15/29			0	^(b)		182
6.50%, 04/15/29			0	^(b)		93
6.50%, 04/15/29			1			711
6.50%, 05/15/29			0	^(b)		105
6.50%, 05/20/29			0	^(b)		366
6.50%, 06/15/29			0	^(b)		272
6.50%, 07/15/29			13			14,066
6.50%, 07/15/29			0	^(b)		916
6.50%, 08/15/29			7			7,499
6.50%, 08/15/29			0	^(b)		122
6.50%, 09/15/29			1			920
6.50%, 12/15/29			0	^(b)		117
6.50%, 05/15/31			2			2,572
6.50%, 06/15/31			0	^(b)		334
6.50%, 06/15/31			2			1,933
6.50%, 07/15/31			0	^(b)		187
6.50%, 09/15/31			0	^(b)		1,105
6.50%, 09/15/31			5			5,474
6.50%, 11/15/31			0	^(b)		22
6.50%, 11/15/31			21			22,720


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.50%, 12/15/31	$	6		$	6,259
6.50%, 01/15/32		3			2,674
6.50%, 02/20/32		0	^(b)		209
6.50%, 03/15/32		5			5,723
6.50%, 04/15/32		5			5,813
6.50%, 05/20/32		8			9,403
6.50%, 06/15/32		0	^(b)		322
6.50%, 06/15/32		1			1,247
6.50%, 07/15/32		2			2,476
6.50%, 08/15/32		5			5,030
6.50%, 10/15/32		0	^(b)		509
6.50%, 10/15/32		2			1,896
6.50%, 12/15/32		1			1,312
6.50%, 01/15/33		5			5,135
6.50%, 03/15/33		3			3,326
6.50%, 04/15/33		2			1,709
6.50%, 05/15/33		3			3,439
6.50%, 07/15/34		1			1,114
6.50%, 08/15/34		2			1,850
6.50%, 08/20/34		1			944
6.50%, 11/15/34		2			2,744
6.50%, 12/15/35		3			3,306
6.50%, 04/15/36		15			16,157
6.50%, 10/15/36		19			21,847
6.50%, 05/15/37		8			8,276
6.50%, 07/15/37		4			4,290
6.50%, 08/15/37		0	^(b)		333
6.50%, 11/15/37		5			5,576
6.50%, 12/15/37		1			1,528
6.50%, 01/15/38		2			1,901
6.50%, 08/20/38		8			9,561
6.50%, 09/15/38		3			3,749
6.50%, 10/20/38		716			829,007
6.50%, 11/15/38		10			11,422
6.50%, 12/15/38		9			10,290
6.50%, 01/15/39		0	^(b)		169
7.00%, 11/15/22		0	^(b)		23
7.00%, 06/15/23		0	^(b)		134
7.00%, 07/15/23		0	^(b)		114
7.00%, 08/15/23		0	^(b)		1,019
7.00%, 08/15/23		1			499
7.00%, 09/15/23		0	^(b)		41
7.00%, 10/15/23		0	^(b)		91
7.00%, 11/15/23		0	^(b)		425
7.00%, 12/15/23		0	^(b)		234
7.00%, 01/15/24		0	^(b)		197
7.00%, 04/15/24		0	^(b)		268
7.00%, 05/15/24		0	^(b)		423
7.00%, 06/15/24		0	^(b)		287
7.00%, 09/15/24		0	^(b)		403
7.00%, 10/15/24		1			671
7.00%, 11/15/24		0	^(b)		242
7.00%, 01/15/25		0	^(b)		79
7.00%, 07/15/25		0	^(b)		131
7.00%, 10/15/25		0	^(b)		150
7.00%, 12/15/25		0	^(b)		41
7.00%, 12/15/25		1			677
7.00%, 01/15/26		0	^(b)		129
7.00%, 02/15/26		0	^(b)		207
7.00%, 04/15/26		0	^(b)		459


Security		Par (000)			Value

Mortgage-Backed Securities (continued)
7.00%, 06/15/26	$		1		$	961
7.00%, 11/15/26			0	^(b)		327
7.00%, 02/15/27			0	^(b)		99
7.00%, 05/15/27			0	^(b)		371
7.00%, 06/15/27			1			637
7.00%, 10/15/27			1			609
7.00%, 11/15/27			1			1,225
7.00%, 11/15/27			0	^(b)		77
7.00%, 12/15/27			1			1,233
7.00%, 12/15/27			0	^(b)		894
7.00%, 01/15/28			1			803
7.00%, 02/15/28			0	^(b)		41
7.00%, 03/15/28			0	^(b)		348
7.00%, 03/15/28			1			676
7.00%, 04/15/28			0	^(b)		746
7.00%, 06/15/28			3			2,390
7.00%, 06/15/28			0	^(b)		727
7.00%, 07/15/28			1			766
7.00%, 08/15/28			1			705
7.00%, 08/15/28			0	^(b)		386
7.00%, 09/15/28			4			3,285
7.00%, 09/15/28			0	^(b)		174
7.00%, 10/15/28			0	^(b)		373
7.00%, 11/15/28			4			4,631
7.00%, 11/15/28			0	^(b)		843
7.00%, 12/15/28			0	^(b)		410
7.00%, 12/15/28			1			1,225
7.00%, 03/15/29			5			5,371
7.00%, 04/15/29			0	^(b)		282
7.00%, 05/15/29			0	^(b)		138
7.00%, 06/15/29			0	^(b)		433
7.00%, 07/15/29			0	^(b)		384
7.00%, 08/15/29			0	^(b)		286
7.00%, 08/15/29			2			2,011
7.00%, 11/15/29			0	^(b)		89
7.00%, 12/15/29			1			693
7.00%, 12/15/30			1			1,287
7.00%, 02/15/31			1			931
7.00%, 07/15/31			4			4,103
7.00%, 07/15/31			0	^(b)		292
7.00%, 08/15/31			0	^(b)		719
7.00%, 08/15/31			1			1,067
7.00%, 09/15/31			0	^(b)		319
7.00%, 09/15/31			2			1,837
7.00%, 10/15/31			0	^(b)		159
7.00%, 02/15/32			1			649
7.00%, 02/15/32			0	^(b)		127
7.00%, 04/15/32			3			2,868
7.00%, 05/15/32			1			1,620
7.00%, 12/15/37			8			8,248
7.50%, 01/15/23			0	^(b)		216
7.50%, 06/15/23			0	^(b)		19
7.50%, 07/15/23			0	^(b)		66
7.50%, 11/15/23			0	^(b)		73
7.50%, 12/15/23			0	^(b)		71
7.50%, 02/15/24			0	^(b)		324
7.50%, 04/15/24			0	^(b)		165
7.50%, 05/15/24			1			786
7.50%, 05/15/24			0	^(b)		95
7.50%, 06/15/24			0	^(b)		400


Security		Par (000)			Value

Mortgage-Backed Securities (continued)
7.50%, 08/15/25	$		0	^(b)	$	43
7.50%, 09/15/25			0	^(b)		380
7.50%, 09/15/25			1			549
7.50%, 11/15/25			0	^(b)		62
7.50%, 12/15/25			0	^(b)		169
7.50%, 03/15/26			1			1,160
7.50%, 03/15/26			0	^(b)		16
7.50%, 06/15/26			0	^(b)		304
7.50%, 08/15/26			0	^(b)		68
7.50%, 01/15/27			0	^(b)		220
7.50%, 06/15/27			0	^(b)		376
7.50%, 10/15/27			0	^(b)		837
7.50%, 12/15/27			1			894
7.50%, 01/15/28			0	^(b)		114
7.50%, 06/15/28			2			1,878
7.50%, 07/15/28			2			2,013
7.50%, 08/15/28			0	^(b)		331
7.50%, 09/15/28			0	^(b)		152
7.50%, 12/15/28			0	^(b)		95
7.50%, 01/15/29			0	^(b)		53
7.50%, 03/15/29			1			1,117
7.50%, 04/15/29			0	^(b)		155
7.50%, 08/15/29			0	^(b)		498
7.50%, 09/15/29			0	^(b)		107
7.50%, 10/15/29			0	^(b)		149
7.50%, 11/15/29			0	^(b)		113
7.50%, 12/15/29			2			2,176
7.50%, 08/15/30			3			3,204
7.50%, 11/15/30			0	^(b)		32
7.50%, 12/15/30			0	^(b)		323
7.50%, 03/15/32			1			1,015
8.00%, 04/15/22			0	^(b)		4
8.00%, 07/15/22			0	^(b)		9
8.00%, 08/15/22			0	^(b)		15
8.00%, 02/15/23			0	^(b)		440
8.00%, 03/15/23			0	^(b)		16
8.00%, 10/15/23			0	^(b)		229
8.00%, 12/15/23			0	^(b)		261
8.00%, 03/15/24			0	^(b)		71
8.00%, 04/15/24			0	^(b)		32
8.00%, 06/15/25			0	^(b)		66
8.00%, 07/15/25			0	^(b)		462
8.00%, 08/15/25			0	^(b)		423
8.00%, 09/15/25			0	^(b)		130
8.00%, 10/15/25			1			611
8.00%, 11/15/25			0	^(b)		290
8.00%, 05/15/26			0	^(b)		315
8.00%, 06/15/26			0	^(b)		372
8.00%, 07/15/26			0	^(b)		309
8.00%, 08/15/26			0	^(b)		148
8.00%, 09/15/26			0	^(b)		378
8.00%, 09/15/26			1			706
8.00%, 02/15/27			1			572
8.00%, 08/15/27			1			1,444
8.00%, 12/15/27			0	^(b)		220
8.00%, 04/15/28			0	^(b)		52
8.00%, 08/20/29			0	^(b)		108
8.00%, 09/15/29			1			595
8.00%, 10/15/29			0	^(b)		271
8.00%, 01/15/30			0	^(b)		55


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
8.00%, 02/15/30	$	0	^(b)	$	269
8.00%, 06/15/30		0	^(b)		393
8.00%, 06/20/30		0	^(b)		59
8.00%, 12/15/30		2			2,391
8.00%, 07/15/31		0	^(b)		144
8.00%, 08/15/31		0	^(b)		396
8.00%, 03/15/32		1			1,098
8.50%, 06/15/22		0	^(b)		4
8.50%, 08/15/22		0	^(b)		6
8.50%, 12/15/22		0	^(b)		20
8.50%, 05/15/23		0	^(b)		23
8.50%, 08/15/24		0	^(b)		187
8.50%, 09/15/24		0	^(b)		134
8.50%, 10/15/24		0	^(b)		15
8.50%, 03/15/25		1			658
8.50%, 04/15/25		0	^(b)		95
8.50%, 09/15/26		0	^(b)		186
8.50%, 01/15/27		0	^(b)		73
8.50%, 07/15/27		0	^(b)		205
8.50%, 08/15/27		1			667
8.50%, 02/15/30		1			1,092
8.50%, 06/15/30		0	^(b)		39
8.50%, 07/15/30		0	^(b)		366
8.50%, 04/15/31		0	^(b)		72
9.00%, 11/15/24		0	^(b)		37
9.00%, 03/15/25		0	^(b)		427
9.00%, 05/15/25		0	^(b)		133
9.50%, 12/15/24		0	^(b)		47
9.50%, 01/15/25		0	^(b)		106
9.50%, 02/15/25		0	^(b)		290
9.50%, 06/15/25		0	^(b)		49
Uniform Mortgage-Backed Securities
1.50%, 03/17/37^(c)		470,731			458,043,326
1.50%, 02/01/51		1,728			1,604,595
1.50%, 03/14/52^(c)		619,350			574,422,933
1.50%, 04/13/52^(c)		74,175			68,688,932
2.00%, 05/01/26		331			328,454
2.00%, 08/01/28		215			213,146
2.00%, 11/01/28		45			44,702
2.00%, 01/01/29		8			7,774
2.00%, 05/01/29		370			367,301
2.00%, 01/01/30		39			39,085
2.00%, 04/01/30		66			65,654
2.00%, 11/01/31		397			394,376
2.00%, 01/01/32		130			129,515
2.00%, 02/01/32		41			40,707
2.00%, 03/01/32		335			332,533
2.00%, 04/01/32		118			116,759
2.00%, 07/01/32		24			23,445
2.00%, 11/01/32		9			9,007
2.00%, 06/01/35		1,209			1,201,911
2.00%, 10/01/35		34,403			34,205,781
2.00%, 12/01/35		85,701			85,199,073
2.00%, 01/01/36		2,411			2,399,396
2.00%, 02/01/36		266,461			264,962,438
2.00%, 03/01/36		89,553			88,998,538
2.00%, 05/01/36		24,117			23,962,392
2.00%, 07/01/36		2,263			2,248,534
2.00%, 11/01/36		967			960,849
2.00%, 12/01/36		1,541			1,530,898


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.00%, 01/01/37	$	67,271	$	66,863,703
2.00%, 03/17/37^(c)		153,191		152,054,035
2.00%, 10/01/50		44,761		43,134,893
2.00%, 11/01/50		89		85,217
2.00%, 12/01/50		80,756		77,821,930
2.00%, 01/01/51		24,041		23,167,767
2.00%, 02/01/51		338,919		326,467,539
2.00%, 03/01/51		244,118		234,878,786
2.00%, 04/01/51		361,905		347,944,470
2.00%, 05/01/51^(d)		468,295		450,103,350
2.00%, 05/01/51		36,664		35,297,258
2.00%, 06/01/51		84,435		81,082,406
2.00%, 11/01/51		94,086		90,347,575
2.00%, 12/01/51		87,672		84,188,350
2.00%, 02/01/52		48,997		47,023,786
2.00%, 03/14/52^(c)		693,270		664,997,399
2.00%, 04/13/52^(c)		197,775		189,320,079
2.50%, 07/01/22		40		40,165
2.50%, 05/01/23		64		64,589
2.50%, 03/01/25		178		180,456
2.50%, 11/01/26		12		12,579
2.50%, 03/01/27		524		531,221
2.50%, 05/01/27		2,847		2,887,391
2.50%, 07/01/27		33		33,366
2.50%, 09/01/27		819		831,947
2.50%, 10/01/27		2,883		2,923,727
2.50%, 11/01/27		1,189		1,206,179
2.50%, 12/01/27		479		485,825
2.50%, 01/01/28		2,588		2,624,531
2.50%, 02/01/28		1,683		1,710,382
2.50%, 03/01/28		3,973		4,036,583
2.50%, 04/01/28		2,842		2,888,225
2.50%, 05/01/28		1,008		1,024,128
2.50%, 06/01/28		2,172		2,206,550
2.50%, 07/01/28		728		740,076
2.50%, 08/01/28		644		655,702
2.50%, 09/01/28		3,270		3,323,422
2.50%, 10/01/28		349		354,639
2.50%, 12/01/28		150		152,767
2.50%, 05/01/29		19		19,342
2.50%, 06/01/29		350		355,902
2.50%, 09/01/29		265		270,098
2.50%, 11/01/29		18		18,195
2.50%, 12/01/29		1,435		1,455,991
2.50%, 01/01/30		2,618		2,659,124
2.50%, 02/01/30		4,169		4,236,980
2.50%, 03/01/30		9		9,240
2.50%, 04/01/30		1,799		1,828,029
2.50%, 05/01/30		17,099		17,375,677
2.50%, 06/01/30		36,584		37,177,646
2.50%, 07/01/30		12,777		12,982,851
2.50%, 08/01/30		7,030		7,142,407
2.50%, 09/01/30		1,556		1,580,854
2.50%, 10/01/30		753		764,021
2.50%, 11/01/30		517		525,231
2.50%, 12/01/30		1,150		1,168,773
2.50%, 01/01/31		56		56,959
2.50%, 02/01/31		1,211		1,230,520
2.50%, 03/01/31		3,455		3,511,817
2.50%, 04/01/31		3,358		3,413,161


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 05/01/31	$	3,788	$	3,850,014
2.50%, 06/01/31		888		901,676
2.50%, 07/01/31		2,993		3,041,926
2.50%, 08/01/31		545		552,781
2.50%, 09/01/31		2,792		2,838,002
2.50%, 10/01/31		15,055		15,302,466
2.50%, 11/01/31		11,103		11,285,719
2.50%, 12/01/31		4,835		4,914,660
2.50%, 01/01/32		14,514		14,752,621
2.50%, 02/01/32		10,793		10,969,646
2.50%, 03/01/32		5,672		5,765,968
2.50%, 04/01/32		14,911		15,157,572
2.50%, 05/01/32		18,118		18,416,416
2.50%, 06/01/32		1,802		1,831,270
2.50%, 07/01/32		13,040		13,255,161
2.50%, 08/01/32		17		17,626
2.50%, 09/01/32		1,167		1,186,108
2.50%, 10/01/32		3,042		3,092,406
2.50%, 11/01/32		2,049		2,083,406
2.50%, 12/01/32		3,701		3,763,365
2.50%, 01/01/33		28,814		29,284,248
2.50%, 02/01/33		1,618		1,644,472
2.50%, 04/01/33		738		749,710
2.50%, 06/01/34		518		525,466
2.50%, 07/01/34		134		135,706
2.50%, 08/01/34		257		260,755
2.50%, 09/01/34		4,857		4,932,136
2.50%, 10/01/34		10,222		10,383,578
2.50%, 11/01/34		17,236		17,503,808
2.50%, 12/01/34		5,394		5,479,042
2.50%, 01/01/35		11,573		11,757,255
2.50%, 05/01/35		1,115		1,131,994
2.50%, 07/01/35		22,917		23,294,057
2.50%, 08/01/35		5,133		5,202,807
2.50%, 10/01/35		24,129		24,478,281
2.50%, 03/16/36^(c)		1,225		1,239,351
2.50%, 10/01/42		433		434,605
2.50%, 11/01/42		240		241,196
2.50%, 12/01/42		33		33,593
2.50%, 01/01/43		1,001		1,005,177
2.50%, 02/01/43		1,620		1,626,926
2.50%, 03/01/43		1,099		1,103,042
2.50%, 04/01/43		5,256		5,277,400
2.50%, 06/01/43		2,978		2,990,536
2.50%, 07/01/43		47		47,137
2.50%, 08/01/43		369		370,636
2.50%, 04/01/45		230		230,015
2.50%, 05/01/45		372		372,320
2.50%, 07/01/45		47		47,266
2.50%, 03/01/46		2,327		2,325,885
2.50%, 05/01/46		57		57,203
2.50%, 07/01/46		76		75,516
2.50%, 08/01/46		524		524,294
2.50%, 09/01/46		248		247,897
2.50%, 10/01/46		169		169,021
2.50%, 11/01/46		7		7,141
2.50%, 12/01/46		293		292,640
2.50%, 01/01/47		46		45,627
2.50%, 02/01/47		2,212		2,211,031
2.50%, 04/01/47		3,923		3,921,239


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
2.50%, 07/01/49	$	7,238		$	7,234,566
2.50%, 04/01/50		1,867			1,848,100
2.50%, 06/01/50		25,003			24,767,904
2.50%, 07/01/50		31,950			31,761,122
2.50%, 08/01/50		49,213			48,768,328
2.50%, 09/01/50		186,731			185,120,417
2.50%, 10/01/50		113,962			112,832,771
2.50%, 11/01/50		219,302			217,113,211
2.50%, 12/01/50		10,251			10,141,592
2.50%, 01/01/51		99,216			98,195,800
2.50%, 02/01/51		73,124			72,292,732
2.50%, 11/01/51		5,049			4,986,654
2.50%, 11/25/51^(c)		1,072,331			1,057,963,437
2.50%, 04/13/52^(c)		310,725			305,852,866
3.00%, 03/01/22		0	^(b)		1
3.00%, 07/01/22		0	^(b)		381
3.00%, 09/01/22		0	^(b)		380
3.00%, 12/01/22		2			1,744
3.00%, 11/01/25		18			18,932
3.00%, 12/01/25		24			24,823
3.00%, 01/01/26		320			327,534
3.00%, 02/01/26		377			386,073
3.00%, 07/01/26		5			5,516
3.00%, 09/01/26		44			44,877
3.00%, 10/01/26		11			11,008
3.00%, 11/01/26		1,269			1,301,035
3.00%, 12/01/26		2,336			2,396,009
3.00%, 01/01/27		1,998			2,048,710
3.00%, 02/01/27		51			52,579
3.00%, 03/01/27		188			194,091
3.00%, 04/01/27		78			79,239
3.00%, 06/01/27		932			956,842
3.00%, 07/01/27		1,747			1,793,954
3.00%, 08/01/27		3,204			3,289,372
3.00%, 09/01/27		3			3,527
3.00%, 10/01/27		483			496,146
3.00%, 11/01/27		4,647			4,770,879
3.00%, 01/01/28		1,507			1,547,090
3.00%, 03/01/28		294			302,206
3.00%, 04/01/28		597			613,498
3.00%, 05/01/28		541			555,939
3.00%, 08/01/28		2,063			2,119,550
3.00%, 09/01/28		320			328,848
3.00%, 11/01/28		2,768			2,844,566
3.00%, 12/01/28		51			52,811
3.00%, 01/01/29		841			864,162
3.00%, 02/01/29		492			505,211
3.00%, 03/01/29		483			496,115
3.00%, 04/01/29		5,215			5,360,867
3.00%, 05/01/29		290			296,782
3.00%, 06/01/29		14			14,094
3.00%, 07/01/29		881			906,152
3.00%, 08/01/29		1,426			1,464,822
3.00%, 09/01/29		458			470,845
3.00%, 10/01/29		3,510			3,608,128
3.00%, 11/01/29		4,767			4,899,597
3.00%, 12/01/29		386			397,092
3.00%, 01/01/30		708			727,768
3.00%, 02/01/30		2,751			2,828,427
3.00%, 03/01/30		33,365			34,258,690


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 04/01/30	$	7,874	$	8,098,502
3.00%, 05/01/30		5,304		5,456,209
3.00%, 06/01/30		2,243		2,308,244
3.00%, 07/01/30		6,030		6,200,851
3.00%, 08/01/30		621		637,805
3.00%, 09/01/30		2,763		2,841,242
3.00%, 10/01/30		3,017		3,103,121
3.00%, 11/01/30		1,603		1,646,817
3.00%, 01/01/31		5,242		5,390,808
3.00%, 02/01/31		6,562		6,751,277
3.00%, 03/01/31		11,556		11,897,314
3.00%, 04/01/31		671		690,353
3.00%, 05/01/31		11,189		11,513,355
3.00%, 06/01/31		5,732		5,898,325
3.00%, 07/01/31		786		809,566
3.00%, 08/01/31		170		174,742
3.00%, 09/01/31		6,843		7,039,236
3.00%, 12/01/31		3,789		3,895,608
3.00%, 01/01/32		7,967		8,206,793
3.00%, 02/01/32		12,725		13,106,577
3.00%, 03/01/32		1,829		1,882,798
3.00%, 04/01/32		4,526		4,659,409
3.00%, 05/01/32		1,471		1,513,911
3.00%, 06/01/32		7,630		7,850,033
3.00%, 07/01/32		1,025		1,056,067
3.00%, 08/01/32		3,208		3,310,162
3.00%, 09/01/32		11,722		12,061,025
3.00%, 10/01/32		874		900,363
3.00%, 11/01/32		4,402		4,544,072
3.00%, 12/01/32		18,943		19,505,510
3.00%, 01/01/33		786		810,319
3.00%, 02/01/33		3,909		4,032,882
3.00%, 03/01/33		1,683		1,730,683
3.00%, 04/01/33		400		411,329
3.00%, 05/01/33		2,828		2,904,962
3.00%, 06/01/33		662		682,138
3.00%, 10/01/33		6,264		6,425,547
3.00%, 02/01/34		6,404		6,592,994
3.00%, 05/01/34		947		975,924
3.00%, 06/01/34		4,197		4,330,998
3.00%, 07/01/34		8,252		8,510,243
3.00%, 08/01/34		3,242		3,347,061
3.00%, 09/01/34		4,434		4,580,245
3.00%, 10/01/34		3,682		3,803,841
3.00%, 11/01/34		7,213		7,443,723
3.00%, 12/01/34		1,869		1,935,339
3.00%, 01/01/35		4,534		4,675,542
3.00%, 02/01/35		4,509		4,633,633
3.00%, 03/01/35		3,305		3,399,885
3.00%, 04/01/35		1,607		1,656,740
3.00%, 12/01/35		17,443		17,983,939
3.00%, 12/01/36		2,904		2,985,225
3.00%, 01/01/37		6,593		6,774,055
3.00%, 02/01/37		6,883		7,072,200
3.00%, 05/01/41		628		642,538
3.00%, 04/01/42		27		27,446
3.00%, 08/01/42		1,008		1,035,692
3.00%, 09/01/42		3,975		4,086,517
3.00%, 10/01/42		4,464		4,590,475
3.00%, 11/01/42		16,771		17,243,158


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 12/01/42	$	32,122	$	33,028,136
3.00%, 01/01/43		16,493		16,958,376
3.00%, 02/01/43		5,297		5,448,030
3.00%, 03/01/43		12,532		12,874,777
3.00%, 04/01/43		11,075		11,396,412
3.00%, 05/01/43		13,931		14,331,581
3.00%, 06/01/43		4,582		4,714,059
3.00%, 07/01/43		1,613		1,658,104
3.00%, 08/01/43		12,654		13,017,355
3.00%, 09/01/43		19,372		19,925,528
3.00%, 10/01/43		656		674,543
3.00%, 11/01/43		56		57,301
3.00%, 12/01/43		705		725,428
3.00%, 01/01/44		15,490		15,932,847
3.00%, 02/01/44		15,110		15,541,741
3.00%, 07/01/44		50,590		52,037,050
3.00%, 10/01/44		36,543		37,588,298
3.00%, 11/01/44		4,534		4,666,053
3.00%, 12/01/44		212		217,117
3.00%, 01/01/45		4,720		4,854,503
3.00%, 02/01/45		3,621		3,712,238
3.00%, 03/01/45		943		965,731
3.00%, 04/01/45		3,024		3,095,981
3.00%, 05/01/45		19,265		19,752,432
3.00%, 06/01/45		32		33,356
3.00%, 07/01/45		5,880		6,045,013
3.00%, 08/01/45		7,262		7,462,543
3.00%, 09/01/45		986		1,009,621
3.00%, 10/01/45		502		513,004
3.00%, 12/01/45		834		853,985
3.00%, 01/01/46		5,216		5,338,336
3.00%, 02/01/46		1,655		1,693,577
3.00%, 03/01/46		757		774,049
3.00%, 04/01/46		3,797		3,885,815
3.00%, 05/01/46		3,178		3,251,845
3.00%, 06/01/46		3,364		3,443,048
3.00%, 07/01/46		74,578		76,333,580
3.00%, 08/01/46		15,592		15,952,831
3.00%, 09/01/46		2,125		2,174,500
3.00%, 10/01/46		44,229		45,243,682
3.00%, 11/01/46		55,170		56,453,323
3.00%, 12/01/46		115,867		118,557,541
3.00%, 01/01/47		57,140		58,465,152
3.00%, 02/01/47		66,024		67,613,582
3.00%, 03/01/47		21,255		21,779,036
3.00%, 04/01/47		24,710		25,275,016
3.00%, 05/01/47		1,022		1,043,624
3.00%, 07/01/47		15,963		16,331,386
3.00%, 08/01/47		1,251		1,279,352
3.00%, 10/01/47		413		422,514
3.00%, 11/01/47		181		185,250
3.00%, 12/01/47		20,136		20,579,521
3.00%, 01/01/48		449		458,990
3.00%, 03/01/48		10,923		11,162,087
3.00%, 04/01/48		31		31,934
3.00%, 05/01/48		235		239,204
3.00%, 11/01/48		19,969		20,396,504
3.00%, 02/01/49		256		261,445
3.00%, 04/01/49		5,897		5,999,636
3.00%, 04/25/49^(c)		73,325		74,058,250


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 05/01/49	$	13,152	$	13,392,709
3.00%, 06/01/49		2,882		2,929,257
3.00%, 07/01/49		2,414		2,450,023
3.00%, 08/01/49		12,027		12,208,085
3.00%, 09/01/49		9,376		9,516,666
3.00%, 10/01/49		28,440		28,889,832
3.00%, 11/01/49		21,948		22,270,171
3.00%, 12/01/49		11,799		11,973,649
3.00%, 01/01/50		24,839		25,282,583
3.00%, 02/01/50		20,380		20,705,625
3.00%, 03/01/50		34,863		35,349,566
3.00%, 04/01/50		26,684		26,971,870
3.00%, 05/01/50		18,557		18,817,356
3.00%, 06/01/50		2,943		2,985,567
3.00%, 07/01/50		68,864		69,882,466
3.00%, 08/01/50		22,500		22,811,103
3.00%, 10/01/50		27,047		27,384,713
3.00%, 01/01/51		1,478		1,495,376
3.00%, 04/13/52^(c)		16,275		16,402,148
3.50%, 03/01/23		1		984
3.50%, 08/01/25		34		34,563
3.50%, 09/01/25		324		333,741
3.50%, 10/01/25		206		211,493
3.50%, 11/01/25		58		59,820
3.50%, 12/01/25		884		912,400
3.50%, 01/01/26		116		120,016
3.50%, 02/01/26		88		91,264
3.50%, 03/01/26		73		75,074
3.50%, 04/01/26		271		280,078
3.50%, 05/01/26		44		46,059
3.50%, 06/01/26		41		42,502
3.50%, 07/01/26		3		3,067
3.50%, 08/01/26		124		128,386
3.50%, 09/01/26		5,421		5,606,400
3.50%, 10/01/26		110		113,783
3.50%, 12/01/26		53		54,315
3.50%, 01/01/27		331		342,672
3.50%, 02/01/27		21		21,361
3.50%, 03/01/27		444		459,658
3.50%, 04/01/27		763		789,631
3.50%, 07/01/27		401		415,658
3.50%, 01/01/28		418		431,972
3.50%, 07/01/28		616		637,020
3.50%, 10/01/28		484		500,146
3.50%, 11/01/28		102		105,491
3.50%, 12/01/28		191		198,248
3.50%, 01/01/29		239		247,592
3.50%, 03/01/29		414		428,017
3.50%, 05/01/29		63		64,774
3.50%, 07/01/29		12		12,638
3.50%, 08/01/29		39		39,886
3.50%, 09/01/29		277		287,496
3.50%, 10/01/29		23		23,610
3.50%, 11/01/29		2,317		2,397,553
3.50%, 12/01/29		1,417		1,464,927
3.50%, 04/01/30		260		268,819
3.50%, 08/01/30		284		294,605
3.50%, 11/01/30		369		381,822
3.50%, 02/01/31		43		45,030
3.50%, 03/01/31		1,756		1,820,411


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 04/01/31	$	522	$	543,729
3.50%, 05/01/31		252		261,870
3.50%, 06/01/31		7,469		7,761,025
3.50%, 07/01/31		2,506		2,601,080
3.50%, 08/01/31		1,419		1,475,847
3.50%, 09/01/31		226		234,413
3.50%, 12/01/31		973		1,011,937
3.50%, 01/01/32		5,089		5,303,462
3.50%, 02/01/32		1,028		1,066,873
3.50%, 03/01/32		711		740,621
3.50%, 04/01/32		3,008		3,127,706
3.50%, 05/01/32		4,894		5,095,696
3.50%, 06/01/32		1,716		1,792,644
3.50%, 07/01/32		3,054		3,175,589
3.50%, 08/01/32		1,465		1,528,179
3.50%, 09/01/32		651		674,163
3.50%, 11/01/32		5,217		5,425,168
3.50%, 12/01/32		656		683,077
3.50%, 01/01/33		1,090		1,132,365
3.50%, 02/01/33		2,287		2,381,594
3.50%, 03/01/33		6,187		6,443,490
3.50%, 04/01/33		703		734,744
3.50%, 05/01/33		761		793,723
3.50%, 09/01/33		2,032		2,115,623
3.50%, 10/01/33		404		422,221
3.50%, 11/01/33		451		468,989
3.50%, 01/01/34		3,686		3,833,880
3.50%, 02/01/34		1,676		1,746,202
3.50%, 03/01/34		4,936		5,139,887
3.50%, 04/01/34		9,897		10,307,871
3.50%, 05/01/34		7,214		7,532,358
3.50%, 06/01/34		2,317		2,420,190
3.50%, 07/01/34		10,036		10,417,805
3.50%, 08/01/34		711		739,830
3.50%, 09/01/34		634		660,002
3.50%, 10/01/34		1,703		1,773,791
3.50%, 11/01/34		4,046		4,224,142
3.50%, 12/01/34		3,578		3,728,996
3.50%, 02/01/35		446		465,570
3.50%, 04/01/35		1,110		1,158,620
3.50%, 05/01/35		1,048		1,086,940
3.50%, 06/01/35		9,608		10,084,205
3.50%, 02/01/36		876		915,124
3.50%, 01/01/38		3,712		3,876,866
3.50%, 02/01/38		2,195		2,291,888
3.50%, 10/01/40		18		19,240
3.50%, 11/01/40		262		273,915
3.50%, 12/01/40		743		777,496
3.50%, 01/01/41		57		59,663
3.50%, 02/01/41		18		18,481
3.50%, 03/01/41		43		44,462
3.50%, 06/01/41		26		26,970
3.50%, 09/01/41		786		822,792
3.50%, 10/01/41		12		12,985
3.50%, 11/01/41		190		199,086
3.50%, 12/01/41		293		307,865
3.50%, 01/01/42		268		280,513
3.50%, 02/01/42		1,068		1,118,333
3.50%, 03/01/42		15,055		15,758,264
3.50%, 04/01/42		372		388,533


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 05/01/42	$	3,132	$	3,277,755
3.50%, 06/01/42		243		255,714
3.50%, 07/01/42		1,877		1,967,376
3.50%, 08/01/42		16,166		16,920,553
3.50%, 09/01/42		5,230		5,480,502
3.50%, 10/01/42		13,728		14,368,709
3.50%, 11/01/42		2,081		2,180,863
3.50%, 12/01/42		12,254		12,816,447
3.50%, 01/01/43		909		950,944
3.50%, 04/01/43		730		764,099
3.50%, 05/01/43		3,614		3,782,655
3.50%, 06/01/43		9,962		10,418,381
3.50%, 07/01/43		2,118		2,220,149
3.50%, 08/01/43		515		538,528
3.50%, 09/01/43		231		241,371
3.50%, 11/01/43		245		256,126
3.50%, 01/01/44		359		376,232
3.50%, 02/01/44		441		461,661
3.50%, 04/01/44		9,176		9,659,053
3.50%, 05/01/44		28		28,784
3.50%, 06/01/44		26		27,580
3.50%, 09/01/44		1,596		1,673,125
3.50%, 10/01/44		5,884		6,166,666
3.50%, 11/01/44		803		840,030
3.50%, 12/01/44		1,099		1,153,287
3.50%, 01/01/45		446		466,960
3.50%, 02/01/45		13,452		14,085,676
3.50%, 03/01/45		2,510		2,632,989
3.50%, 04/01/45		2,366		2,470,345
3.50%, 05/01/45		1,064		1,107,763
3.50%, 06/01/45		3,880		4,042,413
3.50%, 07/01/45		10,589		11,046,511
3.50%, 08/01/45		12,957		13,556,515
3.50%, 09/01/45		4,317		4,513,898
3.50%, 10/01/45		6,022		6,305,126
3.50%, 11/01/45		1,804		1,878,227
3.50%, 12/01/45		6,568		6,842,733
3.50%, 01/01/46		21,814		22,858,889
3.50%, 02/01/46		37,249		38,805,388
3.50%, 03/01/46		11,708		12,199,738
3.50%, 04/01/46		15,687		16,441,203
3.50%, 05/01/46		4,471		4,665,129
3.50%, 06/01/46		7,957		8,292,094
3.50%, 07/01/46		39,067		40,710,746
3.50%, 08/01/46		4,223		4,404,713
3.50%, 09/01/46		10,825		11,335,597
3.50%, 10/01/46		19,148		19,982,688
3.50%, 11/01/46		21,631		22,573,743
3.50%, 12/01/46		60,557		63,211,287
3.50%, 01/01/47		34,971		36,487,979
3.50%, 02/01/47		18,280		19,049,518
3.50%, 03/01/47		2,110		2,219,799
3.50%, 04/01/47		9,726		10,118,777
3.50%, 05/01/47		22,437		23,412,539
3.50%, 06/01/47		12,490		12,995,717
3.50%, 07/01/47		47,691		49,561,995
3.50%, 08/01/47		50,889		52,978,195
3.50%, 09/01/47		16,020		16,622,238
3.50%, 10/01/47		4,064		4,227,984
3.50%, 11/01/47		29,315		30,467,545


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
3.50%, 12/01/47	$	26,915		$	28,048,303
3.50%, 01/01/48		56,224			58,463,097
3.50%, 02/01/48		47,949			49,885,967
3.50%, 03/01/48		25,673			26,710,528
3.50%, 04/01/48		10,228			10,644,437
3.50%, 05/01/48		426			441,666
3.50%, 06/01/48		9,391			9,772,395
3.50%, 07/01/48		18,549			19,302,585
3.50%, 09/01/48		1,804			1,882,771
3.50%, 10/01/48		2,352			2,437,441
3.50%, 11/01/48		26,775			27,926,774
3.50%, 02/01/49		2,041			2,116,453
3.50%, 03/01/49		3,745			3,913,431
3.50%, 04/01/49		6,154			6,419,894
3.50%, 05/01/49		23,349			24,227,824
3.50%, 06/01/49		16,051			16,701,850
3.50%, 07/01/49		23,426			24,342,235
3.50%, 08/01/49		4,407			4,595,650
3.50%, 09/01/49		13,367			13,918,189
3.50%, 10/01/49		5,846			6,079,870
3.50%, 11/01/49		3,243			3,377,367
3.50%, 12/01/49		4,419			4,602,457
3.50%, 01/01/50		4,504			4,676,224
3.50%, 02/01/50		4,396			4,571,652
3.50%, 06/01/50		27,236			28,199,826
4.00%, 03/01/22		0	^(b)		1
4.00%, 04/01/23		1			1,413
4.00%, 04/01/23		0	^(b)		199
4.00%, 02/01/24		2			2,392
4.00%, 03/01/24		184			190,594
4.00%, 04/01/24		94			97,195
4.00%, 04/01/24		0	^(b)		458
4.00%, 05/01/24		5			5,144
4.00%, 05/01/24		0	^(b)		343
4.00%, 06/01/24		14			13,396
4.00%, 07/01/24		37			37,348
4.00%, 08/01/24		5			5,453
4.00%, 09/01/24		11			11,212
4.00%, 10/01/24		16			16,791
4.00%, 11/01/24		3			3,129
4.00%, 12/01/24		18			18,344
4.00%, 01/01/25		7			6,855
4.00%, 02/01/25		11			10,822
4.00%, 03/01/25		27			27,796
4.00%, 04/01/25		21			21,158
4.00%, 05/01/25		34			35,042
4.00%, 05/01/25		0	^(b)		310
4.00%, 06/01/25		7			7,969
4.00%, 07/01/25		89			92,060
4.00%, 08/01/25		3			3,337
4.00%, 09/01/25		574			594,496
4.00%, 10/01/25		658			682,367
4.00%, 11/01/25		312			323,525
4.00%, 12/01/25		9			9,392
4.00%, 01/01/26		22			23,957
4.00%, 03/01/26		444			459,577
4.00%, 05/01/26		12			13,056
4.00%, 06/01/26		2,162			2,242,098
4.00%, 07/01/26		112			115,411
4.00%, 08/01/26		20			21,010


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.00%, 09/01/26	$	703		$	729,121
4.00%, 03/01/27		577			599,904
4.00%, 03/01/27		0	^(b)		25
4.00%, 08/01/27		183			190,064
4.00%, 02/01/29		224			231,895
4.00%, 12/01/30		837			883,382
4.00%, 01/01/31		517			546,170
4.00%, 02/01/31		383			404,161
4.00%, 10/01/31		1,211			1,279,140
4.00%, 02/01/32		2,865			3,026,566
4.00%, 04/01/32		9			9,605
4.00%, 06/01/32		9			9,642
4.00%, 07/01/32		936			974,374
4.00%, 05/01/33		161			166,772
4.00%, 07/01/33		140			144,895
4.00%, 08/01/33		1,310			1,379,517
4.00%, 10/01/33		530			560,471
4.00%, 12/01/33		2,626			2,723,285
4.00%, 01/01/34		539			559,783
4.00%, 05/01/34		478			503,765
4.00%, 07/01/34		666			699,217
4.00%, 10/01/34		822			867,934
4.00%, 01/01/36		18			18,678
4.00%, 10/01/37		22,380			23,672,025
4.00%, 06/01/38		367			387,987
4.00%, 03/01/39		18			19,531
4.00%, 04/01/39		39			41,645
4.00%, 05/01/39		397			423,294
4.00%, 07/01/39		22			23,326
4.00%, 08/01/39		423			449,576
4.00%, 09/01/39		34			36,089
4.00%, 10/01/39		2			2,478
4.00%, 11/01/39		122			128,857
4.00%, 12/01/39		4			3,701
4.00%, 02/01/40		21			22,319
4.00%, 05/01/40		19			20,940
4.00%, 07/01/40		49			51,845
4.00%, 08/01/40		1,182			1,257,149
4.00%, 09/01/40		22			23,534
4.00%, 10/01/40		456			483,133
4.00%, 11/01/40		137			145,300
4.00%, 12/01/40		1,817			1,933,184
4.00%, 01/01/41		2,545			2,708,554
4.00%, 02/01/41		1,036			1,102,589
4.00%, 03/01/41		269			285,933
4.00%, 04/01/41		41			43,117
4.00%, 05/01/41		392			415,922
4.00%, 08/01/41		4			3,947
4.00%, 09/01/41		229			242,967
4.00%, 10/01/41		378			402,320
4.00%, 11/01/41		160			170,732
4.00%, 12/01/41		987			1,051,331
4.00%, 01/01/42		1,405			1,494,382
4.00%, 02/01/42		249			265,732
4.00%, 03/01/42		6,905			7,348,741
4.00%, 05/01/42		1,074			1,141,868
4.00%, 06/01/42		42			45,406
4.00%, 07/01/42		461			493,117
4.00%, 08/01/42		3			3,214
4.00%, 09/01/42		6			6,660


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 12/01/42	$	199	$	213,496
4.00%, 01/01/43		10		10,608
4.00%, 08/01/43		28		28,985
4.00%, 09/01/43		1,455		1,557,575
4.00%, 10/01/43		195		206,745
4.00%, 12/01/43		6		6,267
4.00%, 01/01/44		65		68,787
4.00%, 02/01/44		12		12,554
4.00%, 03/01/44		1,546		1,658,225
4.00%, 04/01/44		1,180		1,261,443
4.00%, 05/01/44		5,102		5,444,676
4.00%, 06/01/44		3,096		3,292,390
4.00%, 07/01/44		9,538		10,234,928
4.00%, 08/01/44		267		283,797
4.00%, 09/01/44		187		198,420
4.00%, 10/01/44		2,850		3,032,776
4.00%, 11/01/44		2,165		2,296,351
4.00%, 12/01/44		3,113		3,308,980
4.00%, 01/01/45		10,724		11,414,591
4.00%, 02/01/45		7,773		8,280,427
4.00%, 03/01/45		6,269		6,667,803
4.00%, 04/01/45		943		996,897
4.00%, 06/01/45		8,366		8,902,719
4.00%, 07/01/45		16,315		17,337,825
4.00%, 08/01/45		353		372,369
4.00%, 09/01/45		15,877		16,788,292
4.00%, 10/01/45		4,034		4,278,433
4.00%, 11/01/45		8,503		9,001,052
4.00%, 12/01/45		872		921,555
4.00%, 01/01/46		2,619		2,769,583
4.00%, 02/01/46		4,775		5,075,057
4.00%, 03/01/46		8,793		9,281,864
4.00%, 04/01/46		6,395		6,752,868
4.00%, 05/01/46		10,911		11,523,696
4.00%, 06/01/46		17,881		19,057,487
4.00%, 07/01/46		1,631		1,719,761
4.00%, 08/01/46		9,769		10,336,039
4.00%, 09/01/46		11,544		12,282,660
4.00%, 10/01/46		3,599		3,828,297
4.00%, 11/01/46		10,527		11,189,962
4.00%, 01/01/47		4,137		4,384,227
4.00%, 02/01/47		4,012		4,241,599
4.00%, 03/01/47		10,431		11,035,828
4.00%, 04/01/47		11,466		12,145,255
4.00%, 05/01/47		8,673		9,202,452
4.00%, 06/01/47		21,228		22,476,261
4.00%, 07/01/47		11,939		12,627,062
4.00%, 08/01/47		25,138		26,492,825
4.00%, 09/01/47		30,131		31,857,635
4.00%, 10/01/47		21,481		22,616,670
4.00%, 11/01/47		17,007		17,950,726
4.00%, 12/01/47		9,828		10,401,921
4.00%, 01/01/48		10,504		11,061,398
4.00%, 02/01/48		44,560		47,018,252
4.00%, 03/01/48		3,592		3,784,974
4.00%, 04/01/48		14,318		15,153,590
4.00%, 05/01/48		4,642		4,921,728
4.00%, 06/01/48		11,200		11,813,766
4.00%, 07/01/48		13,730		14,568,957
4.00%, 08/01/48		12,232		12,894,757


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.00%, 09/01/48	$	10,029		$	10,565,602
4.00%, 10/01/48		3,622			3,833,562
4.00%, 11/01/48		3,294			3,491,680
4.00%, 12/01/48		9,191			9,705,363
4.00%, 01/01/49		15,799			16,706,280
4.00%, 02/01/49		5,642			5,967,905
4.00%, 03/01/49		15,358			16,204,209
4.00%, 04/01/49		16,444			17,370,585
4.00%, 05/01/49		19,694			20,781,440
4.00%, 06/01/49		14,359			15,139,110
4.00%, 07/01/49		35,785			38,063,234
4.00%, 08/01/49		2,321			2,449,597
4.00%, 09/01/49		4,771			5,034,925
4.00%, 12/01/49		557			590,252
4.00%, 01/01/50		16,826			17,781,578
4.00%, 02/01/50		554			582,781
4.00%, 03/01/50		1,476			1,544,071
4.00%, 04/01/50		1,058			1,115,211
4.00%, 05/01/50		5,190			5,447,543
4.50%, 07/01/22		0	^(b)		1
4.50%, 08/01/22		0	^(b)		304
4.50%, 11/01/22		0	^(b)		41
4.50%, 04/01/23		3			2,758
4.50%, 05/01/23		0	^(b)		502
4.50%, 06/01/23		11			10,706
4.50%, 06/01/23		0	^(b)		238
4.50%, 01/01/24		0	^(b)		383
4.50%, 02/01/24		0	^(b)		649
4.50%, 03/01/24		18			18,388
4.50%, 03/01/24		0	^(b)		273
4.50%, 04/01/24		0	^(b)		287
4.50%, 07/01/24		3			3,323
4.50%, 08/01/24		3			3,353
4.50%, 10/01/24		284			291,910
4.50%, 11/01/24		3			3,300
4.50%, 12/01/24		23			23,908
4.50%, 01/01/25		2			1,596
4.50%, 02/01/25		350			361,652
4.50%, 04/01/25		394			408,188
4.50%, 04/01/25		0	^(b)		497
4.50%, 05/01/25		21			21,196
4.50%, 06/01/25		377			390,137
4.50%, 09/01/25		12			12,853
4.50%, 04/01/26		13			13,789
4.50%, 01/01/27		186			192,962
4.50%, 11/01/28		1			1,234
4.50%, 08/01/31		1,733			1,845,376
4.50%, 08/01/33		38			41,090
4.50%, 09/01/33		9			9,041
4.50%, 10/01/33		20			21,086
4.50%, 11/01/33		29			31,345
4.50%, 12/01/33		677			713,194
4.50%, 01/01/34		1,948			2,059,812
4.50%, 02/01/34		420			439,621
4.50%, 04/01/34		2			1,771
4.50%, 05/01/34		12			12,809
4.50%, 06/01/34		568			601,095
4.50%, 07/01/34		1			773
4.50%, 08/01/34		1,541			1,639,821
4.50%, 09/01/34		428			453,189


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.50%, 12/01/34	$	0	^(b)	$	22
4.50%, 12/01/34		6			6,207
4.50%, 01/01/35		1			972
4.50%, 02/01/35		0	^(b)		495
4.50%, 03/01/35		2			2,089
4.50%, 05/01/35		0	^(b)		407
4.50%, 07/01/35		0	^(b)		408
4.50%, 08/01/35		1			1,525
4.50%, 09/01/35		10			11,134
4.50%, 10/01/35		2			1,959
4.50%, 12/01/35		43			46,189
4.50%, 01/01/36		1			716
4.50%, 03/01/36		2			2,533
4.50%, 07/01/37		4			4,437
4.50%, 03/01/38		4			3,979
4.50%, 04/01/38		0	^(b)		846
4.50%, 04/01/38		112			121,007
4.50%, 05/01/38		1			1,044
4.50%, 06/01/38		20			21,597
4.50%, 06/01/38		0	^(b)		419
4.50%, 09/01/38		14,435			15,362,196
4.50%, 11/01/38		4			4,071
4.50%, 01/01/39		12			13,023
4.50%, 02/01/39		0	^(b)		469
4.50%, 02/01/39		886			957,393
4.50%, 03/01/39		54			57,788
4.50%, 04/01/39		1,749			1,890,917
4.50%, 05/01/39		1,000			1,081,538
4.50%, 06/01/39		184			198,802
4.50%, 07/01/39		204			220,261
4.50%, 08/01/39		2,835			3,066,977
4.50%, 09/01/39		87			94,243
4.50%, 10/01/39		6,447			6,970,399
4.50%, 11/01/39		32			35,166
4.50%, 12/01/39		326			353,988
4.50%, 01/01/40		414			446,579
4.50%, 02/01/40		124			132,998
4.50%, 03/01/40		148			159,311
4.50%, 04/01/40		71			76,326
4.50%, 05/01/40		184			198,830
4.50%, 06/01/40		35			37,861
4.50%, 07/01/40		62			66,186
4.50%, 08/01/40		145			157,685
4.50%, 09/01/40		1,833			1,981,368
4.50%, 10/01/40		336			362,644
4.50%, 12/01/40		2,478			2,679,082
4.50%, 01/01/41		2,559			2,766,334
4.50%, 02/01/41		133			143,381
4.50%, 03/01/41		512			553,013
4.50%, 04/01/41		17,648			19,072,175
4.50%, 05/01/41		14,389			15,551,019
4.50%, 06/01/41		6,658			7,194,497
4.50%, 07/01/41		270			291,403
4.50%, 08/01/41		3,814			4,121,487
4.50%, 09/01/41		6,613			7,147,183
4.50%, 10/01/41		111			119,479
4.50%, 11/01/41		325			350,421
4.50%, 12/01/41		3,645			3,965,893
4.50%, 01/01/42		3,370			3,641,598
4.50%, 04/01/42		131			141,916


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 07/01/42	$	4	$	4,168
4.50%, 09/01/42		1,770		1,910,038
4.50%, 10/01/42		2,312		2,501,170
4.50%, 01/01/43		184		198,946
4.50%, 09/01/43		3,504		3,827,169
4.50%, 10/01/43		1,035		1,122,563
4.50%, 11/01/43		2,174		2,405,181
4.50%, 12/01/43		1,818		1,986,513
4.50%, 01/01/44		354		383,507
4.50%, 02/01/44		468		505,874
4.50%, 03/01/44		8,809		9,519,727
4.50%, 04/01/44		1,812		1,981,125
4.50%, 05/01/44		707		762,533
4.50%, 06/01/44		1,751		1,889,978
4.50%, 07/01/44		367		395,378
4.50%, 08/01/44		1,262		1,360,255
4.50%, 09/01/44		58		62,457
4.50%, 10/01/44		282		304,110
4.50%, 11/01/44		91		97,344
4.50%, 12/01/44		9,318		10,146,783
4.50%, 01/01/45		1,049		1,142,504
4.50%, 02/01/45		9,759		10,558,959
4.50%, 04/01/45		5		5,026
4.50%, 08/01/45		2,645		2,861,902
4.50%, 09/01/45		451		485,634
4.50%, 10/01/45		1,666		1,814,980
4.50%, 11/01/45		542		584,131
4.50%, 12/01/45		145		155,496
4.50%, 01/01/46		84		90,045
4.50%, 02/01/46		9,129		9,884,238
4.50%, 03/01/46		26,041		28,159,130
4.50%, 04/01/46		6,132		6,678,304
4.50%, 05/01/46		1,511		1,640,014
4.50%, 06/01/46		1,528		1,662,337
4.50%, 07/01/46		964		1,047,968
4.50%, 08/01/46		7,876		8,474,497
4.50%, 09/01/46		265		283,794
4.50%, 10/01/46		979		1,045,421
4.50%, 11/01/46		111		118,594
4.50%, 12/01/46		790		843,074
4.50%, 01/01/47		941		1,004,998
4.50%, 02/01/47		467		496,702
4.50%, 03/01/47		1,234		1,323,926
4.50%, 04/01/47		3,933		4,225,449
4.50%, 05/01/47		1,717		1,855,241
4.50%, 06/01/47		5,280		5,654,382
4.50%, 07/01/47		1,619		1,739,946
4.50%, 08/01/47		2,098		2,266,314
4.50%, 09/01/47		1,393		1,489,926
4.50%, 10/01/47		8,161		8,774,144
4.50%, 11/01/47		2,686		2,897,169
4.50%, 12/01/47		698		750,435
4.50%, 01/01/48		2,246		2,395,819
4.50%, 02/01/48		5,191		5,600,620
4.50%, 03/01/48		835		903,792
4.50%, 04/01/48		5,811		6,185,086
4.50%, 05/01/48		6,822		7,289,875
4.50%, 06/01/48		3,066		3,286,767
4.50%, 07/01/48		4,906		5,232,108
4.50%, 08/01/48		25,262		27,101,871


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.50%, 09/01/48	$	8,214		$	8,809,668
4.50%, 10/01/48		13,615			14,452,428
4.50%, 11/01/48		7,793			8,378,345
4.50%, 12/01/48		11,268			12,035,521
4.50%, 01/01/49		22,966			24,511,806
4.50%, 02/01/49		13,883			14,923,239
4.50%, 03/01/49		4,532			4,826,513
4.50%, 04/01/49		4,869			5,202,304
4.50%, 05/01/49		4,815			5,105,107
4.50%, 07/01/49		10,514			11,143,149
4.50%, 08/01/49		5,523			5,858,372
4.50%, 09/01/49		2,640			2,798,173
4.50%, 10/01/49		2,597			2,752,250
4.50%, 11/01/49		1,444			1,530,167
4.50%, 12/01/49		15,831			17,175,743
4.50%, 01/01/50		28			30,150
4.50%, 02/01/50		671			728,248
4.50%, 05/01/50		2,011			2,129,105
5.00%, 03/01/22		0	^(b)		47
5.00%, 01/01/23		0	^(b)		214
5.00%, 05/01/23		0	^(b)		149
5.00%, 06/01/23		1			765
5.00%, 06/01/23		0	^(b)		564
5.00%, 07/01/23		194			197,994
5.00%, 07/01/23		0	^(b)		73
5.00%, 08/01/23		0	^(b)		375
5.00%, 09/01/23		0	^(b)		102
5.00%, 09/01/23		6			6,050
5.00%, 10/01/23		0	^(b)		315
5.00%, 11/01/23		1			535
5.00%, 12/01/23		25			25,381
5.00%, 12/01/23		0	^(b)		461
5.00%, 01/01/24		2			1,347
5.00%, 02/01/24		0	^(b)		3
5.00%, 12/01/24		2			2,522
5.00%, 05/01/25		6			5,756
5.00%, 09/01/25		3			3,083
5.00%, 11/01/32		2			2,570
5.00%, 03/01/33		3			2,797
5.00%, 05/01/33		26			27,738
5.00%, 06/01/33		3			2,945
5.00%, 07/01/33		108			118,028
5.00%, 08/01/33		43			46,792
5.00%, 09/01/33		53			58,649
5.00%, 10/01/33		1			881
5.00%, 11/01/33		1,828			1,993,224
5.00%, 02/01/34		4			3,936
5.00%, 03/01/34		28			30,469
5.00%, 04/01/34		23			25,962
5.00%, 05/01/34		65			70,756
5.00%, 05/01/34		0	^(b)		228
5.00%, 06/01/34		1			781
5.00%, 07/01/34		36			38,503
5.00%, 08/01/34		28			30,563
5.00%, 09/01/34		5			5,442
5.00%, 10/01/34		10			10,435
5.00%, 12/01/34		248			271,675
5.00%, 01/01/35		156			169,688
5.00%, 02/01/35		968			1,060,307
5.00%, 03/01/35		53			58,363


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.00%, 04/01/35	$	13		$	14,384
5.00%, 05/01/35		8			9,063
5.00%, 06/01/35		98			106,506
5.00%, 07/01/35		109			118,931
5.00%, 08/01/35		62			67,787
5.00%, 08/01/35		0	^(b)		43
5.00%, 09/01/35		158			173,350
5.00%, 10/01/35		50			54,540
5.00%, 11/01/35		476			524,937
5.00%, 12/01/35		6			7,272
5.00%, 01/01/36		18			19,697
5.00%, 02/01/36		10			10,794
5.00%, 03/01/36		626			685,969
5.00%, 03/01/36		0	^(b)		383
5.00%, 04/01/36		0	^(b)		404
5.00%, 04/01/36		1			637
5.00%, 05/01/36		488			533,799
5.00%, 05/01/36		0	^(b)		54
5.00%, 06/01/36		53			57,858
5.00%, 07/01/36		28			30,592
5.00%, 08/01/36		1			961
5.00%, 11/01/36		3			3,216
5.00%, 12/01/36		2			2,156
5.00%, 02/01/37		15			16,535
5.00%, 03/01/37		10			10,785
5.00%, 04/01/37		2			2,266
5.00%, 05/01/37		12			12,849
5.00%, 06/01/37		7			8,134
5.00%, 07/01/37		498			543,800
5.00%, 01/01/38		6			7,107
5.00%, 02/01/38		771			843,215
5.00%, 03/01/38		43			48,344
5.00%, 04/01/38		107			116,829
5.00%, 04/01/38		0	^(b)		705
5.00%, 05/01/38		24			26,786
5.00%, 06/01/38		3			3,650
5.00%, 07/01/38		73			80,153
5.00%, 11/01/38		0	^(b)		98
5.00%, 12/01/38		5			5,001
5.00%, 01/01/39		231			254,133
5.00%, 02/01/39		36			39,703
5.00%, 03/01/39		522			575,331
5.00%, 04/01/39		4,235			4,668,678
5.00%, 05/01/39		1,054			1,161,825
5.00%, 06/01/39		891			971,512
5.00%, 07/01/39		36			39,804
5.00%, 08/01/39		307			338,530
5.00%, 09/01/39		489			538,986
5.00%, 10/01/39		407			449,084
5.00%, 11/01/39		67			73,806
5.00%, 12/01/39		672			741,827
5.00%, 01/01/40		126			138,938
5.00%, 02/01/40		61			67,094
5.00%, 03/01/40		281			309,458
5.00%, 04/01/40		1,144			1,259,927
5.00%, 05/01/40		10,009			11,032,894
5.00%, 06/01/40		263			290,433
5.00%, 07/01/40		1,184			1,303,736
5.00%, 08/01/40		6,527			7,192,963
5.00%, 09/01/40		803			884,979


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.00%, 10/01/40	$	132		$	145,447
5.00%, 11/01/40		20			22,305
5.00%, 12/01/40		1,972			2,173,430
5.00%, 01/01/41		221			244,165
5.00%, 02/01/41		589			648,621
5.00%, 03/01/41		1,866			2,057,376
5.00%, 04/01/41		2,845			3,135,706
5.00%, 05/01/41		8,494			9,361,200
5.00%, 06/01/41		1,264			1,392,696
5.00%, 07/01/41		585			644,457
5.00%, 08/01/41		1,446			1,593,594
5.00%, 11/01/41		138			151,930
5.00%, 04/01/42		435			479,780
5.00%, 08/01/43		29			32,389
5.00%, 09/01/43		710			787,976
5.00%, 10/01/43		1,288			1,430,906
5.00%, 11/01/43		43			48,237
5.00%, 12/01/43		162			178,585
5.00%, 01/01/44		2,130			2,364,075
5.00%, 03/01/44		730			804,804
5.00%, 06/01/44		168			185,576
5.00%, 07/01/44		78			85,810
5.00%, 08/01/44		136			149,519
5.00%, 09/01/44		1,149			1,266,094
5.00%, 11/01/44		557			613,469
5.00%, 01/01/45		9			10,366
5.00%, 07/01/45		3,995			4,403,051
5.00%, 03/01/47		99			109,346
5.00%, 04/01/47		92			99,463
5.00%, 05/01/47		805			881,797
5.00%, 07/01/47		761			835,684
5.00%, 08/01/47		249			270,806
5.00%, 09/01/47		1,125			1,214,333
5.00%, 11/01/47		95			102,918
5.00%, 02/01/48		1,303			1,405,050
5.00%, 03/01/48		1,720			1,858,850
5.00%, 04/01/48		2,545			2,770,590
5.00%, 06/01/48		1,283			1,385,654
5.00%, 07/01/48		4,082			4,460,654
5.00%, 08/01/48		12,701			13,874,674
5.00%, 09/01/48		7,254			7,898,295
5.00%, 10/01/48		4,678			5,096,621
5.00%, 11/01/48		2,272			2,496,173
5.00%, 12/01/48		2,163			2,358,796
5.00%, 01/01/49		14,126			15,344,442
5.00%, 02/01/49		5,266			5,725,801
5.00%, 03/01/49		6,624			7,192,463
5.00%, 04/01/49		8,119			8,844,640
5.00%, 07/01/49		10,024			10,888,919
5.00%, 08/01/49		2,938			3,178,493
5.00%, 09/01/49		1,554			1,703,616
5.00%, 10/01/49		5,404			5,861,696
5.00%, 03/14/52^(c)		1,500			1,617,832
5.50%, 03/01/22		0	^(b)		27
5.50%, 05/01/22		0	^(b)		81
5.50%, 11/01/22		0	^(b)		334
5.50%, 02/01/23		1			841
5.50%, 09/01/23		0	^(b)		247
5.50%, 10/01/23		0	^(b)		408
5.50%, 11/01/23		0	^(b)		461


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 12/01/23	$	1		$	505
5.50%, 01/01/25		0	^(b)		122
5.50%, 05/01/25		0	^(b)		182
5.50%, 03/01/28		287			298,791
5.50%, 10/01/28		0	^(b)		323
5.50%, 12/01/28		0	^(b)		209
5.50%, 07/01/29		2			1,587
5.50%, 04/01/31		2			1,891
5.50%, 11/01/31		0	^(b)		137
5.50%, 12/01/31		15			16,357
5.50%, 01/01/32		7			7,496
5.50%, 02/01/32		2			2,391
5.50%, 11/01/32		0	^(b)		594
5.50%, 11/01/32		2			2,138
5.50%, 12/01/32		7			7,653
5.50%, 01/01/33		28			30,326
5.50%, 02/01/33		6			6,338
5.50%, 02/01/33		0	^(b)		1,020
5.50%, 03/01/33		31			34,117
5.50%, 04/01/33		76			83,174
5.50%, 05/01/33		676			748,896
5.50%, 06/01/33		51			56,469
5.50%, 07/01/33		145			160,129
5.50%, 08/01/33		1			1,360
5.50%, 09/01/33		0	^(b)		190
5.50%, 09/01/33		7			6,719
5.50%, 10/01/33		266			294,325
5.50%, 10/01/33		0	^(b)		874
5.50%, 11/01/33		1,306			1,450,014
5.50%, 12/01/33		1			1,226
5.50%, 01/01/34		47			52,471
5.50%, 02/01/34		29			31,920
5.50%, 03/01/34		14			14,939
5.50%, 04/01/34		65			71,190
5.50%, 05/01/34		58			63,914
5.50%, 06/01/34		28			31,285
5.50%, 07/01/34		18			19,954
5.50%, 09/01/34		960			1,067,492
5.50%, 10/01/34		1			867
5.50%, 11/01/34		26			29,227
5.50%, 12/01/34		19			20,193
5.50%, 01/01/35		46			51,199
5.50%, 02/01/35		77			85,422
5.50%, 03/01/35		36			40,213
5.50%, 04/01/35		27			29,746
5.50%, 05/01/35		14			14,700
5.50%, 06/01/35		24			26,398
5.50%, 07/01/35		29			32,227
5.50%, 08/01/35		12			13,935
5.50%, 09/01/35		256			286,116
5.50%, 10/01/35		15			16,918
5.50%, 11/01/35		49			54,956
5.50%, 12/01/35		49			55,222
5.50%, 12/01/35		0	^(b)		336
5.50%, 01/01/36		17			19,067
5.50%, 02/01/36		67			74,417
5.50%, 03/01/36		1			642
5.50%, 04/01/36		1,578			1,759,698
5.50%, 05/01/36		390			434,260
5.50%, 06/01/36		1			1,336


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 07/01/36	$	13		$	14,847
5.50%, 08/01/36		31			34,652
5.50%, 09/01/36		2,579			2,858,097
5.50%, 10/01/36		16			18,565
5.50%, 11/01/36		20			22,689
5.50%, 11/01/36		0	^(b)		130
5.50%, 12/01/36		29			32,748
5.50%, 12/01/36		0	^(b)		238
5.50%, 01/01/37		0	^(b)		372
5.50%, 01/01/37		31			34,576
5.50%, 02/01/37		71			80,474
5.50%, 03/01/37		47			52,321
5.50%, 04/01/37		10			11,556
5.50%, 05/01/37		290			325,861
5.50%, 05/01/37		0	^(b)		830
5.50%, 06/01/37		171			189,158
5.50%, 07/01/37		28			30,230
5.50%, 07/01/37		0	^(b)		1,011
5.50%, 08/01/37		2,001			2,229,866
5.50%, 08/01/37		0	^(b)		424
5.50%, 09/01/37		1			641
5.50%, 10/01/37		4			3,647
5.50%, 10/01/37		0	^(b)		282
5.50%, 11/01/37		12			13,194
5.50%, 12/01/37		66			74,561
5.50%, 12/01/37		0	^(b)		281
5.50%, 01/01/38		16			16,339
5.50%, 02/01/38		38			43,024
5.50%, 03/01/38		875			978,410
5.50%, 04/01/38		73			80,433
5.50%, 05/01/38		264			296,301
5.50%, 06/01/38		292			327,342
5.50%, 07/01/38		555			619,181
5.50%, 07/01/38		0	^(b)		478
5.50%, 08/01/38		67			74,960
5.50%, 08/01/38		0	^(b)		304
5.50%, 09/01/38		8			8,832
5.50%, 10/01/38		3			3,545
5.50%, 11/01/38		1,107			1,242,089
5.50%, 12/01/38		39			43,350
5.50%, 01/01/39		50			54,614
5.50%, 02/01/39		42			46,813
5.50%, 03/01/39		14			16,026
5.50%, 04/01/39		24			27,310
5.50%, 06/01/39		178			199,484
5.50%, 07/01/39		20			22,642
5.50%, 08/01/39		1			1,531
5.50%, 09/01/39		35			39,142
5.50%, 10/01/39		7			8,151
5.50%, 11/01/39		36			40,831
5.50%, 12/01/39		80			91,166
5.50%, 01/01/40		44			48,805
5.50%, 03/01/40		63			69,278
5.50%, 05/01/40		160			179,333
5.50%, 06/01/40		84			92,921
5.50%, 07/01/40		1,979			2,207,777
5.50%, 09/01/40		5,022			5,605,283
5.50%, 07/01/41		327			367,716
5.50%, 09/01/41		8,500			9,510,969
5.50%, 05/01/44		6,255			7,108,585


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 01/01/47	$	2,190		$	2,442,337
5.50%, 06/01/48		127			142,078
5.50%, 11/01/48		108			120,426
5.50%, 12/01/48		471			524,024
5.50%, 02/01/49		664			775,753
5.50%, 03/01/49		165			184,297
6.00%, 08/01/22		0	^(b)		2
6.00%, 05/01/24		0	^(b)		46
6.00%, 12/01/24		0	^(b)		450
6.00%, 03/01/28		1			627
6.00%, 04/01/28		0	^(b)		98
6.00%, 11/01/28		0	^(b)		629
6.00%, 12/01/28		1			587
6.00%, 12/01/28		0	^(b)		1,059
6.00%, 01/01/29		0	^(b)		617
6.00%, 01/01/29		2			2,629
6.00%, 02/01/29		0	^(b)		1,306
6.00%, 02/01/29		7			6,951
6.00%, 03/01/29		2			2,327
6.00%, 03/01/29		0	^(b)		186
6.00%, 04/01/29		3			3,059
6.00%, 05/01/29		0	^(b)		226
6.00%, 06/01/29		0	^(b)		93
6.00%, 06/01/29		1			882
6.00%, 07/01/29		2			2,607
6.00%, 07/01/29		0	^(b)		185
6.00%, 04/01/30		1			1,263
6.00%, 04/01/31		1			1,200
6.00%, 04/01/31		0	^(b)		26
6.00%, 05/01/31		7			6,420
6.00%, 10/01/31		5			5,047
6.00%, 11/01/31		8			8,389
6.00%, 02/01/32		3			3,428
6.00%, 03/01/32		2			2,554
6.00%, 04/01/32		5			5,059
6.00%, 06/01/32		1			1,488
6.00%, 09/01/32		3			3,723
6.00%, 11/01/32		42			47,555
6.00%, 12/01/32		30			32,168
6.00%, 01/01/33		27			28,230
6.00%, 02/01/33		6			7,221
6.00%, 02/01/33		0	^(b)		509
6.00%, 03/01/33		23			26,124
6.00%, 03/01/33		0	^(b)		71
6.00%, 05/01/33		3			3,000
6.00%, 10/01/33		3			3,449
6.00%, 11/01/33		2			1,698
6.00%, 12/01/33		21			24,315
6.00%, 02/01/34		5			5,476
6.00%, 03/01/34		1,751			1,966,649
6.00%, 04/01/34		4			3,976
6.00%, 05/01/34		275			307,407
6.00%, 08/01/34		377			424,927
6.00%, 09/01/34		20			22,239
6.00%, 10/01/34		17			19,739
6.00%, 11/01/34		114			128,727
6.00%, 12/01/34		7			7,847
6.00%, 01/01/35		32			36,749
6.00%, 02/01/35		12			12,855
6.00%, 04/01/35		4			4,378


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.00%, 06/01/35	$	11		$	11,748
6.00%, 07/01/35		106			119,557
6.00%, 09/01/35		16			18,221
6.00%, 10/01/35		43			48,863
6.00%, 12/01/35		38			41,169
6.00%, 01/01/36		7			7,963
6.00%, 01/01/36		0	^(b)		390
6.00%, 02/01/36		2			2,255
6.00%, 03/01/36		1			1,195
6.00%, 05/01/36		0	^(b)		649
6.00%, 05/01/36		27			30,286
6.00%, 06/01/36		589			666,829
6.00%, 07/01/36		12			13,033
6.00%, 08/01/36		554			626,763
6.00%, 10/01/36		20			22,393
6.00%, 10/01/36		0	^(b)		365
6.00%, 11/01/36		38			43,166
6.00%, 11/01/36		0	^(b)		1,174
6.00%, 12/01/36		12			13,299
6.00%, 01/01/37		4			4,241
6.00%, 02/01/37		76			83,954
6.00%, 03/01/37		34			39,461
6.00%, 04/01/37		23			25,230
6.00%, 06/01/37		34			37,814
6.00%, 07/01/37		26			29,113
6.00%, 07/01/37		0	^(b)		908
6.00%, 08/01/37		19			20,692
6.00%, 09/01/37		15			17,437
6.00%, 09/01/37		0	^(b)		272
6.00%, 10/01/37		10			11,002
6.00%, 11/01/37		38			42,024
6.00%, 12/01/37		32			36,387
6.00%, 12/01/37		0	^(b)		61
6.00%, 01/01/38		105			119,680
6.00%, 02/01/38		42			46,593
6.00%, 02/01/38		0	^(b)		452
6.00%, 03/01/38		417			471,980
6.00%, 04/01/38		33			36,851
6.00%, 05/01/38		1,047			1,188,054
6.00%, 07/01/38		21			23,701
6.00%, 08/01/38		99			108,772
6.00%, 08/01/38		0	^(b)		828
6.00%, 09/01/38		32			35,266
6.00%, 09/01/38		0	^(b)		547
6.00%, 10/01/38		17			19,641
6.00%, 10/01/38		0	^(b)		290
6.00%, 11/01/38		11			12,852
6.00%, 12/01/38		7			8,310
6.00%, 06/01/39		3,143			3,555,243
6.00%, 09/01/39		2			2,316
6.00%, 10/01/39		244			277,459
6.00%, 04/01/40		39			44,850
6.00%, 09/01/40		5			5,538
6.00%, 10/01/40		56			64,333
6.00%, 07/01/41		851			962,757
6.00%, 02/01/49		1,295			1,467,899
6.50%, 08/01/23		0	^(b)		339
6.50%, 09/01/23		0	^(b)		29
6.50%, 12/01/23		0	^(b)		285
6.50%, 01/01/24		0	^(b)		611


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.50%, 03/01/24	$	0	^(b)	$	24
6.50%, 04/01/24		0	^(b)		33
6.50%, 06/01/24		0	^(b)		346
6.50%, 10/01/24		0	^(b)		25
6.50%, 11/01/24		0	^(b)		128
6.50%, 06/01/25		0	^(b)		179
6.50%, 08/01/25		0	^(b)		225
6.50%, 10/01/25		0	^(b)		203
6.50%, 12/01/25		0	^(b)		193
6.50%, 01/01/26		0	^(b)		16
6.50%, 01/01/26		2			1,899
6.50%, 02/01/26		0	^(b)		250
6.50%, 03/01/26		0	^(b)		518
6.50%, 04/01/26		0	^(b)		400
6.50%, 05/01/26		0	^(b)		386
6.50%, 06/01/26		0	^(b)		76
6.50%, 09/01/26		1			1,217
6.50%, 09/01/26		0	^(b)		37
6.50%, 11/01/26		0	^(b)		242
6.50%, 03/01/27		0	^(b)		365
6.50%, 04/01/27		0	^(b)		213
6.50%, 09/01/27		0	^(b)		23
6.50%, 11/01/27		0	^(b)		125
6.50%, 12/01/27		2			1,755
6.50%, 12/01/27		0	^(b)		474
6.50%, 01/01/28		1			679
6.50%, 02/01/28		0	^(b)		86
6.50%, 04/01/28		0	^(b)		272
6.50%, 04/01/28		2			2,092
6.50%, 05/01/28		0	^(b)		446
6.50%, 05/01/28		1			874
6.50%, 08/01/28		0	^(b)		320
6.50%, 08/01/28		7			8,109
6.50%, 09/01/28		0	^(b)		262
6.50%, 09/01/28		1			1,333
6.50%, 10/01/28		0	^(b)		252
6.50%, 10/01/28		3			2,282
6.50%, 11/01/28		0	^(b)		796
6.50%, 12/01/28		1			1,188
6.50%, 12/01/28		0	^(b)		529
6.50%, 01/01/29		3			2,448
6.50%, 02/01/29		2			2,455
6.50%, 02/01/29		0	^(b)		197
6.50%, 03/01/29		6			5,213
6.50%, 03/01/29		0	^(b)		29
6.50%, 04/01/29		1			1,275
6.50%, 04/01/29		0	^(b)		511
6.50%, 05/01/29		2			1,773
6.50%, 06/01/29		15			15,639
6.50%, 06/01/29		0	^(b)		390
6.50%, 07/01/29		3			3,625
6.50%, 07/01/29		0	^(b)		39
6.50%, 08/01/29		0	^(b)		368
6.50%, 09/01/29		1			754
6.50%, 11/01/29		0	^(b)		245
6.50%, 05/01/30		0	^(b)		184
6.50%, 10/01/30		0	^(b)		44
6.50%, 12/01/30		1			736
6.50%, 01/01/31		0	^(b)		128
6.50%, 03/01/31		1			1,058


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.50%, 04/01/31	$	0	^(b)	$	121
6.50%, 04/01/31		3			2,881
6.50%, 05/01/31		0	^(b)		603
6.50%, 05/01/31		5			5,411
6.50%, 06/01/31		0	^(b)		105
6.50%, 07/01/31		4			4,410
6.50%, 07/01/31		0	^(b)		781
6.50%, 08/01/31		2			1,950
6.50%, 09/01/31		3			3,767
6.50%, 10/01/31		7			7,379
6.50%, 10/01/31		0	^(b)		511
6.50%, 11/01/31		2			2,548
6.50%, 12/01/31		5			4,586
6.50%, 12/01/31		0	^(b)		214
6.50%, 02/01/32		0	^(b)		1,181
6.50%, 02/01/32		2			2,750
6.50%, 03/01/32		13			13,940
6.50%, 04/01/32		1			864
6.50%, 05/01/32		8			8,608
6.50%, 05/01/32		0	^(b)		101
6.50%, 06/01/32		3			2,959
6.50%, 06/01/32		0	^(b)		401
6.50%, 07/01/32		7			8,450
6.50%, 07/01/32		0	^(b)		763
6.50%, 08/01/32		18			20,243
6.50%, 08/01/32		0	^(b)		828
6.50%, 09/01/32		15			17,042
6.50%, 11/01/32		0	^(b)		413
6.50%, 01/01/33		1			686
6.50%, 03/01/33		5			5,619
6.50%, 05/01/33		1			777
6.50%, 05/01/33		0	^(b)		397
6.50%, 06/01/33		8			9,047
6.50%, 07/01/33		0	^(b)		85
6.50%, 09/01/33		0	^(b)		275
6.50%, 11/01/33		5			6,280
6.50%, 01/01/34		9			10,781
6.50%, 03/01/34		0	^(b)		375
6.50%, 05/01/34		18			20,403
6.50%, 08/01/34		10			11,928
6.50%, 09/01/34		31			35,530
6.50%, 10/01/34		3			3,193
6.50%, 11/01/34		1			1,192
6.50%, 04/01/35		4			4,146
6.50%, 02/01/36		6			7,162
6.50%, 05/01/36		1			1,038
6.50%, 06/01/36		0	^(b)		509
6.50%, 07/01/36		0	^(b)		470
6.50%, 07/01/36		1			1,475
6.50%, 08/01/36		41			47,396
6.50%, 08/01/36		0	^(b)		377
6.50%, 09/01/36		181			206,535
6.50%, 10/01/36		36			41,466
6.50%, 11/01/36		0	^(b)		422
6.50%, 12/01/36		31			34,506
6.50%, 12/01/36		0	^(b)		154
6.50%, 02/01/37		7			7,238
6.50%, 03/01/37		3			3,260
6.50%, 06/01/37		1			778
6.50%, 07/01/37		53			60,506


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.50%, 07/01/37	$	0	^(b)	$	249
6.50%, 08/01/37		1,505			1,726,309
6.50%, 08/01/37		0	^(b)		118
6.50%, 09/01/37		0	^(b)		297
6.50%, 09/01/37		11			12,128
6.50%, 10/01/37		105			119,366
6.50%, 10/01/37		0	^(b)		291
6.50%, 11/01/37		20			22,143
6.50%, 11/01/37		0	^(b)		406
6.50%, 12/01/37		61			68,868
6.50%, 12/01/37		0	^(b)		347
6.50%, 01/01/38		5			5,390
6.50%, 02/01/38		8			9,973
6.50%, 03/01/38		25			28,953
6.50%, 05/01/38		42			46,759
6.50%, 06/01/38		13			13,826
6.50%, 09/01/38		5			6,050
6.50%, 12/01/38		7			7,702
6.50%, 01/01/39		8			9,926
6.50%, 03/01/39		5			5,617
6.50%, 05/01/39		3			3,879
6.50%, 10/01/39		1,413			1,630,756
6.50%, 05/01/40		935			1,077,775
7.00%, 06/01/23		0	^(b)		11
7.00%, 07/01/23		0	^(b)		481
7.00%, 09/01/23		0	^(b)		70
7.00%, 10/01/23		0	^(b)		425
7.00%, 12/01/23		0	^(b)		309
7.00%, 01/01/24		0	^(b)		75
7.00%, 02/01/24		0	^(b)		485
7.00%, 02/01/24		1			1,495
7.00%, 03/01/24		1			646
7.00%, 05/01/24		2			1,537
7.00%, 10/01/24		0	^(b)		23
7.00%, 11/01/24		0	^(b)		346
7.00%, 07/01/25		0	^(b)		10
7.00%, 08/01/25		0	^(b)		280
7.00%, 09/01/25		0	^(b)		159
7.00%, 10/01/25		0	^(b)		172
7.00%, 12/01/25		3			2,943
7.00%, 02/01/26		0	^(b)		751
7.00%, 03/01/26		0	^(b)		621
7.00%, 04/01/26		0	^(b)		185
7.00%, 05/01/26		0	^(b)		532
7.00%, 05/01/26		2			1,173
7.00%, 08/01/26		0	^(b)		189
7.00%, 11/01/26		3			3,156
7.00%, 02/01/27		0	^(b)		40
7.00%, 04/01/27		0	^(b)		175
7.00%, 07/01/27		0	^(b)		340
7.00%, 08/01/27		2			1,716
7.00%, 09/01/27		0	^(b)		243
7.00%, 09/01/27		1			762
7.00%, 11/01/27		0	^(b)		235
7.00%, 12/01/27		0	^(b)		293
7.00%, 03/01/28		1			808
7.00%, 04/01/28		0	^(b)		396
7.00%, 04/01/28		2			2,092
7.00%, 07/01/28		0	^(b)		474
7.00%, 07/01/28		1			753


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
7.00%, 08/01/28	$	0	^(b)	$	434
7.00%, 01/01/29		1			629
7.00%, 02/01/29		0	^(b)		387
7.00%, 02/01/29		1			701
7.00%, 05/01/29		1			935
7.00%, 06/01/29		1			737
7.00%, 07/01/29		0	^(b)		64
7.00%, 08/01/29		0	^(b)		193
7.00%, 08/01/29		1			1,400
7.00%, 10/01/29		0	^(b)		219
7.00%, 01/01/30		0	^(b)		92
7.00%, 02/01/30		0	^(b)		304
7.00%, 09/01/30		1			713
7.00%, 11/01/30		3			3,398
7.00%, 12/01/30		0	^(b)		132
7.00%, 02/01/31		0	^(b)		240
7.00%, 09/01/31		1			718
7.00%, 09/01/31		0	^(b)		283
7.00%, 11/01/31		0	^(b)		55
7.00%, 03/01/32		5			5,634
7.00%, 04/01/32		32			36,524
7.00%, 04/01/32		0	^(b)		490
7.00%, 05/01/32		11			12,960
7.00%, 05/01/32		0	^(b)		407
7.00%, 07/01/32		1			568
7.00%, 07/01/32		0	^(b)		107
7.00%, 08/01/32		1			1,112
7.00%, 10/01/32		1			754
7.00%, 10/01/32		0	^(b)		369
7.00%, 12/01/32		11			12,138
7.00%, 09/01/33		2			1,616
7.00%, 01/01/36		3			3,466
7.00%, 07/01/36		1			1,554
7.00%, 08/01/36		1			1,359
7.00%, 01/01/37		2			2,409
7.00%, 03/01/37		3			2,844
7.00%, 04/01/37		513			596,878
7.00%, 05/01/37		6			7,281
7.00%, 06/01/37		0	^(b)		374
7.00%, 06/01/37		7			7,483
7.00%, 09/01/37		0	^(b)		538
7.00%, 12/01/37		13			14,689
7.00%, 05/01/38		1			605
7.00%, 12/01/38		3			3,204
7.00%, 01/01/39		1			590
7.50%, 08/01/22		0	^(b)		2
7.50%, 11/01/22		0	^(b)		251
7.50%, 02/01/23		0	^(b)		8
7.50%, 06/01/23		0	^(b)		42
7.50%, 03/01/24		0	^(b)		70
7.50%, 04/01/24		0	^(b)		544
7.50%, 04/01/24		2			1,741
7.50%, 05/01/24		0	^(b)		206
7.50%, 06/01/24		0	^(b)		40
7.50%, 07/01/24		1			534
7.50%, 08/01/24		0	^(b)		245
7.50%, 09/01/24		0	^(b)		77
7.50%, 09/01/25		0	^(b)		192
7.50%, 10/01/25		0	^(b)		265
7.50%, 11/01/25		0	^(b)		463


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
7.50%, 12/01/25	$	0	^(b)	$	423
7.50%, 05/01/26		0	^(b)		123
7.50%, 07/01/26		0	^(b)		16
7.50%, 08/01/26		0	^(b)		163
7.50%, 01/01/27		0	^(b)		27
7.50%, 04/01/27		0	^(b)		409
7.50%, 07/01/27		1			539
7.50%, 09/01/27		0	^(b)		84
7.50%, 11/01/27		0	^(b)		164
7.50%, 01/01/28		0	^(b)		204
7.50%, 07/01/29		1			877
7.50%, 08/01/29		4			4,123
7.50%, 08/01/29		0	^(b)		60
7.50%, 09/01/29		2			1,505
7.50%, 09/01/29		0	^(b)		362
7.50%, 10/01/29		0	^(b)		84
7.50%, 05/01/30		0	^(b)		188
7.50%, 06/01/30		0	^(b)		696
7.50%, 12/01/30		0	^(b)		81
7.50%, 12/01/30		2			2,038
7.50%, 01/01/31		0	^(b)		242
7.50%, 03/01/31		0	^(b)		14
7.50%, 05/01/31		3			3,097
7.50%, 05/01/31		0	^(b)		474
7.50%, 06/01/31		0	^(b)		383
7.50%, 06/01/31		1			536
7.50%, 07/01/32		0	^(b)		173
7.50%, 10/01/32		0	^(b)		226
7.50%, 03/01/33		2			2,557
7.50%, 06/01/33		0	^(b)		342
7.50%, 12/01/37		0	^(b)		385
8.00%, 04/01/22		0	^(b)		2
8.00%, 11/01/22		0	^(b)		1
8.00%, 02/01/23		0	^(b)		61
8.00%, 10/01/23		0	^(b)		88
8.00%, 07/01/24		0	^(b)		48
8.00%, 09/01/24		0	^(b)		82
8.00%, 08/01/25		0	^(b)		56
8.00%, 08/01/25		1			500
8.00%, 10/01/25		0	^(b)		213
8.00%, 12/01/25		0	^(b)		65
8.00%, 01/01/26		0	^(b)		302
8.00%, 09/01/26		1			948
8.00%, 07/01/27		1			729
8.00%, 08/01/27		0	^(b)		152
8.00%, 06/01/28		0	^(b)		256
8.00%, 07/01/29		0	^(b)		334
8.00%, 08/01/29		3			1,837
8.00%, 04/01/30		0	^(b)		109
8.00%, 06/01/30		0	^(b)		302
8.00%, 10/01/30		0	^(b)		222
8.50%, 10/01/22		0	^(b)		4
8.50%, 06/01/25		0	^(b)		50
8.50%, 09/01/25		0	^(b)		40
8.50%, 12/01/25		0	^(b)		89
8.50%, 12/01/26		0	^(b)		436
8.50%, 03/01/27		2			2,388
8.50%, 02/01/28		1			631
8.50%, 04/01/30		1			953
8.50%, 05/01/32		2			2,851


Security	Par/ Shares (000)			Value


Mortgage-Backed Securities (continued)
9.00%, 11/01/26	$	0	^(b)	$	17
9.00%, 06/01/27		0	^(b)		337
9.00%, 09/01/30		0	^(b)		345
9.00%, 10/01/30		0	^(b)		96


					24,766,678,516


Total U.S. Government Agency Obligations — 102.9% (Cost: $25,173,143,406)					24,766,678,516


Short-Term Investments

Money Market Funds — 15.6%
BlackRock Cash Funds: Institutional, SL Agency Shares, 0.09%^(e)(f)(g)		3,759,684			3,760,436,149
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.03%^(e)(f)		100			100,000


					3,760,536,149


Total Short-Term Investments — 15.6% (Cost: $3,760,072,129)					3,760,536,149


Total Investments Before TBA Sales Commitments — 118.5% (Cost: $28,933,215,535)					28,527,214,665


TBA Sales Commitments^(c)

Mortgage-Backed Securities — (3.6)%
Government National Mortgage Association, 2.50%, 03/21/52	$	(20,000	)		(19,983,594	)


Security	Par (000)			Value


Mortgage-Backed Securities (continued)
Uniform Mortgage-Backed Securities
1.50%, 03/17/37	$	(47,000	)	$	(45,733,203	)
1.50%, 03/14/52		(386,050	)		(358,046,296	)
2.00%, 03/14/52		(158,907	)		(152,426,574	)
2.50%, 11/25/51		(273,237	)		(269,576,050	)
3.00%, 04/25/49		(16,275	)		(16,437,750	)


					(862,203,467	)


Total TBA Sales Commitments — (3.6)% (Proceeds: $(855,138,976))					(862,203,467	)


Total Investments, Net of TBA Sales Commitments — 114.9% (Cost: $ 28,078,076,559)					27,665,011,198

Other Assets, Less Liabilities — (14.9)%					(3,584,387,427	)


Net Assets — 100.0%				$	24,080,623,771

^(a)	Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available.

^(b)	Rounds to less than 1,000.

^(c)	Represents or includes a TBA transaction.

^(d)	All or a portion of the security has been pledged as collateral in connection with outstanding TBA commitments.

^(e)	Affiliate of the Fund.

^(f)	Annualized 7-day yield as of period end.

^(g)	All or a portion of this security represents an investment of TBA cash collateral.

iShares Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust is organized as a Delaware statutory trust and is authorized to have multiple series or portfolios.

These financial statements relate only to the following funds (each, a “Fund” and collectively, the “Funds”):

The financial statements are prepared in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”), which may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities in the financial statements, disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. Each Fund is considered an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies. Below is a summary of significant accounting policies:

Investment Transactions and Income Recognition: For financial reporting purposes, investment transactions are recorded on the dates the transactions are executed (the “trade dates”). Realized gains and losses on investment transactions are determined using the specific identification method. Dividend income and capital gain distributions, if any, are recorded on the ex-dividend date. Non-cash dividends, if any, are recorded on the ex-dividend date at fair value. Interest income, including amortization and accretion of premiums and discounts on debt securities, is recognized daily on an accrual basis.

Segregation and Collateralization: In cases where a Fund enters into certain investments (e.g., dollar rolls and TBA sale commitments ) that would be treated as “senior securities” for 1940 Act purposes, a Fund may segregate or designate on its books and record cash or liquid assets having a market value at least equal to the amount of its future obligations under such investments. Doing so allows the investment to be excluded from treatment as a “senior security.” Furthermore, if required by an exchange or counterparty agreement, the Funds may be required to deliver/deposit cash and/or securities to/with an exchange, or broker-dealer or custodian as collateral for certain investments or obligations.

In-kind Redemptions: For financial reporting purposes, in-kind redemptions are treated as sales of securities resulting in realized capital gains or losses to the Funds. Because such gains or losses are not taxable to the Funds and are not distributed to existing Fund shareholders, the gains or losses are reclassified from accumulated net realized gain (loss) to paid-in capital at the end of the Funds’ tax year. These reclassifications have no effect on net assets or net asset value (“NAV”) per share.

Distributions: Dividends and distributions paid by each Fund are recorded on the ex-dividend dates. Distributions are determined on a tax basis and may differ from net investment income and net realized capital gains for financial reporting purposes. Dividends and distributions are paid in U.S. dollars and cannot be automatically reinvested in additional shares of the Funds. The character and timing of distributions are determined in accordance with U.S. federal income tax regulations, which may differ from U.S. GAAP.

Indemnifications: In the normal course of business, each Fund enters into contracts that contain a variety of representations that provide general indemnification. The Funds’ maximum exposure under these arrangements is unknown because it involves future potential claims against the Funds, which cannot be predicted with any certainty.

Investment Valuation Policies: Each Fund’s investments are valued at fair value (also referred to as “market value” within the financial statements) each day that the Fund’s listing exchange is open and, for financial reporting purposes, as of the report date. U.S. GAAP defines fair value as the price a fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. Each Fund determines the fair values of its financial instruments using various independent dealers or pricing services under policies approved by the Board of Trustees of the Trust (the “Board”). If a security’s market price is not readily available or does not otherwise accurately represent the fair value of the security, the security will be valued in accordance with a policy approved by the Board as reflecting fair value. The BlackRock Global Valuation Methodologies Committee (the “Global Valuation Committee”) is the committee formed by management to develop global pricing policies and procedures and to oversee the pricing function for all financial instruments.

Fair Value Inputs and Methodologies: The following methods and inputs are used to establish the fair value of each Fund’s assets and liabilities:

If events (e.g., market volatility, company announcement or a natural disaster) occur that are expected to materially affect the value of such investment, or in the event that application of these methods of valuation results in a price for an investment that is deemed not to be representative of the market value of such investment, or if a price is not available, the investment will be valued by the Global Valuation Committee, in accordance with a policy approved by the Board as reflecting fair value (“Fair Valued Investments”). The fair valuation approaches that may be used by the Global Valuation Committee include market approach, income approach and cost approach. Valuation techniques such as discounted cash flow, use of market comparables and matrix pricing are types of valuation approaches and are typically used in determining fair value. When determining the price for Fair Valued Investments, the Global Valuation Committee, or its delegate, seeks to determine the price that each Fund might reasonably expect to receive or pay from the current sale or purchase of that asset or liability in an arm’s-length transaction. Fair value determinations shall be based upon all available factors that the Global Valuation Committee, or its delegate, deems relevant and consistent with the principles of fair value measurement. The pricing of all Fair Valued Investments is subsequently reported to the Board or a committee thereof on a quarterly basis.

Fair value pricing could result in a difference between the prices used to calculate a fund’s NAV and the prices used by the fund’s underlying index, which in turn could result in a difference between the fund’s performance and the performance of the fund’s underlying index.

Fair Value Hierarchy: Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Global Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities.

Asset-Backed and Mortgage-Backed Securities: Asset-backed securities are generally issued as pass-through certificates or as debt instruments. Asset-backed securities issued as pass-through certificates represent undivided fractional ownership interests in an underlying pool of assets. Asset-backed securities issued as debt instruments, which are also known as collateralized obligations, are typically issued as the debt of a special purpose entity organized solely for the purpose of owning such assets and issuing such debt. Asset-backed securities are often backed by a pool of assets representing the obligations of a number of different parties. The yield characteristics of certain asset-backed securities may differ from traditional debt securities. One such major difference is that all or a principal part of the obligations may be prepaid at any time because the underlying assets (i.e., loans) may be prepaid at any time. As a result, a decrease in interest rates in the market may result in increases in the level of prepayments as borrowers, particularly mortgagors, refinance and repay their loans. An increased prepayment rate with respect to an asset-backed security will have the effect of shortening the maturity of the security. In addition, a fund may subsequently have to reinvest the proceeds at lower interest rates. If a fund has purchased such an asset-backed security at a premium, a faster than anticipated prepayment rate could result in a loss of principal to the extent of the premium paid.

For mortgage pass-through securities (the “Mortgage Assets”) there are a number of important differences among the agencies and instrumentalities of the U.S. Government that issue mortgage-related securities and among the securities that they issue. For example, mortgage-related securities guaranteed by Ginnie Mae are guaranteed as to the timely payment of principal and interest by Ginnie Mae and such guarantee is backed by the full faith and credit of the United States. However, mortgage-related securities issued by Freddie Mac and Fannie Mae, including Freddie Mac and Fannie Mae guaranteed mortgage pass-through certificates, which are solely the obligations of Freddie Mac and Fannie Mae, are not backed by or entitled to the full faith and credit of the United States, but are supported by the right of the issuer to borrow from the U.S. Treasury.

Non-agency mortgage-backed securities are securities issued by non-governmental issuers and have no direct or indirect government guarantees of payment and are subject to various risks. Non-agency mortgage loans are obligations of the borrowers thereunder only and are not typically insured or guaranteed by any other person or entity. The ability of a borrower to repay a loan is dependent upon the income or assets of the borrower. A number of factors, including a general economic downturn, acts of God, terrorism, social unrest and civil disturbances, may impair a borrower’s ability to repay its loans.

Stripped Bonds: A stripped bond is a bond that has had its coupon payments and principal repayment stripped into two separate components then selling the separate parts as a zero-coupon bond and an interest paying coupon bond. Once stripped, each component trades as a separate security. Stripped bonds have a greater sensitivity to changes in interest rates than similar maturity debt obligations which provide for regular interest payments.

Zero-Coupon Bonds: Zero-coupon bonds are normally issued at a significant discount from face value and do not provide for periodic interest payments. These bonds may experience greater volatility in market value than other debt obligations of similar maturity which provide for regular interest payments.

TBA Commitments: TBA commitments are forward agreements for the purchase or sale of securities, including mortgage-backed securities for a fixed price, with payment and delivery on an agreed upon future settlement date. The specific securities to be delivered are not identified at the trade date. However, delivered securities must meet specified terms, including issuer, rate and mortgage terms. When entering into TBA commitments, a fund may take possession of or deliver the underlying mortgage-backed securities but can extend the settlement or roll the transaction. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date, if there are expenses or delays in connection with the TBA transactions, or if the counterparty fails to complete the transaction.

To mitigate counterparty risk, a fund enters into a two-way collateral agreement for TBA transactions with certain counterparties. Under such agreement, the “in-the-money” party of a TBA transaction may at any time require the other party to pledge collateral assets (in the form of cash or securities) to offset any loss the in-the-money party would incur upon cancellation of the TBA transaction. A party is in-the-money if they are the buyer and the market value of the TBA transaction increases or if they are the seller and the market value of the TBA transaction decreases. Cash collateral received from the counterparty may be reinvested in money market funds, including those managed by the Funds’ investment adviser, or its affiliates. Such collateral, if any, is noted in the Schedule of Investments and the obligation to return the collateral is presented as a liability in the Statements of Assets and Liabilities. Securities pledged as collateral by a fund, if any, are noted in the Schedule of Investments.

Mortgage Dollar Roll Transactions: Certain Funds may sell TBA mortgage-backed securities and simultaneously contract to repurchase substantially similar (i.e., same type, coupon and maturity) securities on a specific future date at an agreed upon price. During the period between the sale and repurchase, a fund is not entitled to receive interest and principal payments on the securities sold. Mortgage dollar roll transactions are treated as purchases and sales and a fund realizes gains and losses on these transactions. Mortgage dollar rolls involve the risk that the market value of the securities that a fund is required to purchase may decline below the agreed upon repurchase price of those securities.

Securities Lending: Each Fund may lend its securities to approved borrowers, such as brokers, dealers and other financial institutions. The borrower pledges and maintains with the Fund collateral consisting of cash, an irrevocable letter of credit issued by an approved bank, or securities issued or guaranteed by the U.S. government. The initial collateral received by each Fund is required to have a value of at least 102% of the current market value of the loaned securities for securities traded on U.S. exchanges and a value of at least 105% for all other securities. The collateral is maintained thereafter at a value equal to at least 100% of the current value of the securities on loan. The market value of the loaned securities is determined at the close of each business day of the Fund and any additional required collateral is delivered to the Fund or excess collateral is returned by the Fund, on the next business day. During the term of the loan, each Fund is entitled to all distributions made on or in respect of the loaned securities but does not receive interest income on securities received as collateral. Loans of securities are terminable at any time and the borrower, after notice, is required to return borrowed securities within the standard time period for settlement of securities transactions.

As of period end, any securities on loan were collateralized by cash and/or U.S. Government obligations. Cash collateral invested in money market funds managed by BlackRock Fund Advisors (“BFA”), the Funds’ investment adviser, or its affiliates is disclosed in the Schedule of Investments. Any non-cash collateral received cannot be sold, re-invested or pledged by the Fund, except in the event of borrower default. The securities on loan, if any, are also disclosed in each Fund’s Schedule of Investments. The market value of any securities on loan and the value of any related cash collateral are disclosed in the Statements of Assets and Liabilities.

Securities lending transactions are entered into by the Funds under Master Securities Lending Agreements (each, an “MSLA”) which provide the right, in the event of default (including bankruptcy or insolvency) for the non-defaulting party to liquidate the collateral and calculate a net exposure to the defaulting party or request additional collateral. In the event that a borrower defaults, the Funds, as lender, would offset the market value of the collateral received against the market value of the securities loaned. When the value of the collateral is greater than that of the market value of the securities loaned, the lender is left with a net amount payable to the defaulting party. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of an MSLA counterparty’s bankruptcy or insolvency. Under the MSLA, absent an event of default, the borrower can resell or re-pledge the loaned securities, and the Funds can reinvest cash collateral received in connection with loaned securities. Upon an event of default, the parties’ obligations to return the securities or collateral to the other party are extinguished, and the parties can resell or re-pledge the loaned securities or the collateral received in connection with the loaned securities in order to satisfy the defaulting party’s net payment obligation for all transactions under the MSLA. The defaulting party remains liable for any deficiency.

As of period end, the following table is a summary of the securities on loan by counterparty which are subject to offset under an MSLA:

The risks of securities lending include the risk that the borrower may not provide additional collateral when required or may not return the securities when due. To mitigate these risks, each Fund benefits from a borrower default indemnity provided by BlackRock, Inc. (“BlackRock”). BlackRock’s indemnity allows for full replacement of the securities loaned to the extent the collateral received does not cover the value of the securities loaned in the event of borrower default. Each Fund could incur a loss if the value of an investment purchased with cash collateral falls below the market value of the loaned securities or if the value of an investment purchased with cash collateral falls below the value of the original cash collateral received. Such losses are borne entirely by each Fund.

Investment Advisory Fees: Pursuant to an Investment Advisory Agreement with the Trust, BFA manages the investment of each Fund’s assets. BFA is a California corporation indirectly owned by BlackRock. Under the Investment Advisory Agreement, BFA is responsible for substantially all expenses of the Funds, except (i) interest and taxes; (ii) brokerage commissions and other expenses connected with the execution of portfolio transactions; (iii) distribution fees; (iv) the advisory fee payable to BFA; and (v) litigation expenses and any extraordinary expenses (in each case as determined by a majority of the independent trustees).

For its investment advisory services to each of the following Funds, BFA is entitled to an annual investment advisory fee, accrued daily and paid monthly by the Funds, based on the average daily net assets of each Fund as follows:

Effective January 5, 2022, for its investment advisory services to the iShares MBS ETF, BFA is entitled to an annual investment advisory fee, accrued daily and paid monthly by the Fund, based on the Fund’s allocable portion of the aggregate of the average daily net assets of the Fund and certain other iShares funds, as follows:

Prior to January 5, 2022, for its investment advisory services to the iShares MBS ETF, BFA was entitled to an annual investment advisory fee, accrued daily and paid monthly by the Fund, based on the Fund’s allocable portion of the aggregate of the average daily net assets of the Fund and certain other iShares funds, as follows:

Expense waivers: The total of the investment advisory fee and any other fund expenses are a fund’s total annual operating expenses. Effective January 5, 2022, For the iShares MBS ETF, BFA has contractually agreed to waive a portion of its investment advisory fee for the Fund through February 28, 2027 in order to limit total annual operating expenses after fee waiver to 0.04% of average daily net assets. Prior to January 5, 2022, BFA contractually agreed to waive a portion of its investment advisory fee for the Fund through February 29, 2024 in order to limit total annual operating expenses after fee waiver to 0.06% of average daily net assets.

This amount is included in investment advisory fees waived in the Statements of Operations. For the year ended February 28, 2022, the amounts waived in investment advisory fees pursuant to this arrangement were as follows:

Distributor: BlackRock Investments, LLC, an affiliate of BFA, is the distributor for each Fund. Pursuant to the distribution agreement, BFA is responsible for any fees or expenses for distribution services provided to the Funds.

Securities Lending: The U.S. Securities and Exchange Commission (the “SEC”) has issued an exemptive order which permits BlackRock Institutional Trust Company, N.A. (“BTC”), an affiliate of BFA, to serve as securities lending agent for the Funds, subject to applicable conditions. As securities lending agent, BTC bears all operational costs directly related to securities lending, including any custodial costs. Each Fund is responsible for fees in connection with the investment of cash collateral received for securities on loan (the “collateral investment fees”). The cash collateral is invested in a money market fund, BlackRock Cash Funds: Institutional or BlackRock Cash Funds: Treasury, managed by BFA, or its affiliates. However, BTC has agreed to reduce the amount of securities lending income it receives in order to effectively limit the collateral investment fees each Fund bears to an annual rate of 0.04%. The SL Agency Shares of such money market fund will not be subject to a sales load, distribution fee or service fee. The money market fund in which the cash collateral has been invested may, under certain circumstances, impose a liquidity fee of up to 2% of the value redeemed or temporarily restrict redemptions for up to 10 business days during a 90 day period, in the event that the money market fund’s weekly liquid assets fall below certain thresholds.

Securities lending income is equal to the total of income earned from the reinvestment of cash collateral, net of fees and other payments to and from borrowers of securities, and less the collateral investment fees. Each Fund retains a portion of securities lending income and remits the remaining portion to BTC as compensation for its services as securities lending agent.

Pursuant to the current securities lending agreement, each Fund retains 82% of securities lending income (which excludes collateral investment fees), and the amount retained can never be less than 70% of the total of securities lending income plus the collateral investment fees.

In addition, commencing the business day following the date that the aggregate securities lending income plus the collateral investment fees generated across all 1940 Act iShares exchange-traded funds (the “iShares ETF Complex”) in that calendar year exceeds a specified threshold, each Fund, pursuant to the securities lending agreement, will retain for the remainder of that calendar year 85% of securities lending income (which excludes collateral investment fees) and the amount retained can never be less than 70% of the total of securities lending income plus the collateral investment fees.

The share of securities lending income earned by each Fund is shown as securities lending income – affiliated – net in its Statements of Operations. For the year ended February 28, 2022, the Funds paid BTC the following amounts for securities lending agent services:

Officers and Trustees: Certain officers and/or trustees of the Trust are officers and/or trustees of BlackRock or its affiliates.

Other Transactions: Cross trading is the buying or selling of portfolio securities between funds to which BFA (or an affiliate) serves as investment adviser. At its regularly scheduled quarterly meetings, the Board reviews such transactions as of the most recent calendar quarter for compliance with the requirements and restrictions set forth by Rule 17a-7.

For the year ended February 28, 2022, transactions executed by the Funds pursuant to Rule 17a-7 under the 1940 Act were as follows:

Each Fund may invest its positive cash balances in certain money market funds managed by BFA or an affiliate. The income earned on these temporary cash investments is shown as dividends – affiliated in the Statements of Operations.

A fund, in order to improve its portfolio liquidity and its ability to track its underlying index, may invest in shares of other iShares funds that invest in securities in the fund’s underlying index.

For the year ended February 28, 2022, purchases and sales of investments, including mortgage dollar rolls and excluding short-term investments and in-kind transactions, were as follows:

Each Fund is treated as an entity separate from the Trust’s other funds for federal income tax purposes. It is each Fund’s policy to comply with the requirements of the Internal Revenue Code of 1986, as amended, applicable to regulated investment companies, and to distribute substantially all of its taxable income to its shareholders. Therefore, no U.S. federal income tax provision is required.

Management has analyzed tax laws and regulations and their application to the Funds as of February 28, 2022, inclusive of the open tax return years, and does not believe that there are any uncertain tax positions that require recognition of a tax liability in the Funds’ financial statements.

U.S. GAAP requires that certain components of net assets be adjusted to reflect permanent differences between financial and tax reporting. These reclassifications have no effect on net assets or NAV per share. As of February 28, 2022, permanent differences attributable to realized gains (losses) from in-kind redemptions were reclassified to the following accounts:

As of February 28, 2022, the tax components of accumulated net earnings (losses) were as follows:

As of February 28, 2022, gross unrealized appreciation and depreciation based on cost of investments (including short positions and derivatives, if any) for U.S. federal income tax purposes were as follows:

In the normal course of business, each Fund invests in securities or other instruments and may enter into certain transactions, and such activities subject the Fund to various risks, including, among others, fluctuations in the market (market risk) or failure of an issuer to meet all of its obligations. The value of securities or other instruments may also be affected by various factors, including, without limitation: (i) the general economy; (ii) the overall market as well as local, regional or global political and/or social instability; (iii) regulation, taxation or international tax treaties between various countries; or (iv) currency, interest rate or price fluctuations. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness or other public health issues, recessions, or other events could have a significant impact on the Funds and their investments. Each Fund’s prospectus provides details of the risks to which the Fund is subject.

BFA uses a “passive” or index approach to try to achieve each Fund’s investment objective following the securities included in its underlying index during upturns as well as downturns. BFA does not take steps to reduce market exposure or to lessen the effects of a declining market. Divergence from the underlying index and the composition of the portfolio is monitored by BFA.

The Funds may be exposed to additional risks when reinvesting cash collateral in money market funds that do not seek to maintain a stable NAV per share of $1.00, which may be subject to redemption gates or liquidity fees under certain circumstances.

Market Risk: Each Fund may be exposed to prepayment risk, which is the risk that borrowers may exercise their option to prepay principal earlier than scheduled during periods of declining interest rates, which would force each Fund to reinvest in lower yielding securities. Each Fund may also be exposed to reinvestment risk, which is the

risk that income from each Fund’s portfolio will decline if each Fund invests the proceeds from matured, traded or called fixed-income securities at market interest rates that are below each Fund portfolio’s current earnings rate.

Municipal securities are subject to the risk that litigation, legislation or other political events, local business or economic conditions, credit rating downgrades, or the bankruptcy of the issuer could have a significant effect on an issuer’s ability to make payments of principal and/or interest or otherwise affect the value of such securities. Municipal securities can be significantly affected by political or economic changes, including changes made in the law after issuance of the securities, as well as uncertainties in the municipal market related to, taxation, legislative changes or the rights of municipal security holders, including in connection with an issuer insolvency. Municipal securities backed by current or anticipated revenues from a specific project or specific assets can be negatively affected by the discontinuance of the tax benefits supporting the project or assets or the inability to collect revenues for the project or from the assets. Municipal securities may be less liquid than taxable bonds, and there may be less publicly available information on the financial condition of municipal security issuers than for issuers of other securities.

An outbreak of respiratory disease caused by a novel coronavirus has developed into a global pandemic and has resulted in closing borders, quarantines, disruptions to supply chains and customer activity, as well as general concern and uncertainty. The impact of this pandemic, and other global health crises that may arise in the future, could affect the economies of many nations, individual companies and the market in general in ways that cannot necessarily be foreseen at the present time. This pandemic may result in substantial market volatility and may adversely impact the prices and liquidity of a fund’s investments. Although vaccines have been developed and approved for use by various governments, the duration of this pandemic and its effects cannot be determined with certainty.

Counterparty Credit Risk: The Funds may be exposed to counterparty credit risk, or the risk that an entity may fail to or be unable to perform on its commitments related to unsettled or open transactions, including making timely interest and/or principal payments or otherwise honoring its obligations. The Funds manage counterparty credit risk by entering into transactions only with counterparties that the Manager believes have the financial resources to honor their obligations and by monitoring the financial stability of those counterparties. Financial assets, which potentially expose the Funds to market, issuer and counterparty credit risks, consist principally of financial instruments and receivables due from counterparties. The extent of the Funds’ exposure to market, issuer and counterparty credit risks with respect to these financial assets is approximately their value recorded in the Statements of Assets and Liabilities, less any collateral held by the Funds.

Concentration Risk: A diversified portfolio, where this is appropriate and consistent with a fund’s objectives, minimizes the risk that a price change of a particular investment will have a material impact on the NAV of a fund. The investment concentrations within each Fund’s portfolio are disclosed in its Schedule of Investments.

The Funds invest a significant portion of their assets in fixed-income securities and/or use derivatives tied to the fixed-income markets. Changes in market interest rates or economic conditions may affect the value and/or liquidity of such investments. Interest rate risk is the risk that prices of bonds and other fixed-income securities will increase as interest rates fall and decrease as interest rates rise. The Funds may be subject to a greater risk of rising interest rates due to the current period of historically low rates.

The Fund invests a significant portion of its assets in securities backed by commercial or residential mortgage loans or in issuers that hold mortgage and other asset-backed securities. When a Fund concentrates its investments in this manner, it assumes a greater risk of prepayment or payment extension by securities issuers. Changes in economic conditions, including delinquencies and/or defaults on assets underlying these securities, can affect the value, income and/or liquidity of such positions. Investment percentages in these securities are presented in the Schedule of Investments.

Significant Shareholder Redemption Risk: Certain shareholders may own or manage a substantial amount of fund shares and/or hold their fund investments for a limited period of time. Large redemptions of fund shares by these shareholders may force a Fund to sell portfolio securities, which may negatively impact the fund’s NAV, increase the fund’s brokerage costs, and/or accelerate the realization of taxable income/gains and cause the fund to make additional taxable distributions to shareholders.

LIBOR Transition Risk: The United Kingdom’s Financial Conduct Authority announced a phase out of the London Interbank Offered Rate (“LIBOR”). Although many LIBOR rates ceased to be published or no longer are representative of the underlying market they seek to measure after December 31, 2021, a selection of widely used USD LIBOR rates will continue to be published through June 2023 in order to assist with the transition. The Funds may be exposed to financial instruments tied to LIBOR to determine payment obligations, financing terms, hedging strategies or investment value. The transition process away from LIBOR might lead to increased volatility and illiquidity in markets for, and reduce the effectiveness of new hedges placed against, instruments whose terms currently include LIBOR. The ultimate effect of the LIBOR transition process on the Funds is uncertain.

Capital shares are issued and redeemed by each Fund only in aggregations of a specified number of shares or multiples thereof (“Creation Units”) at NAV. Except when aggregated in Creation Units, shares of each Fund are not redeemable.

The consideration for the purchase of Creation Units of a fund in the Trust generally consists of the in-kind deposit of a designated portfolio of securities and a specified amount of cash. Certain funds in the Trust may be offered in Creation Units solely or partially for cash in U.S. dollars. Investors purchasing and redeeming Creation Units may pay a purchase transaction fee and a redemption transaction fee directly to State Street Bank and Trust Company, the Trust’s administrator, to offset transfer and other transaction costs associated with the issuance and redemption of Creation Units, including Creation Units for cash. Investors transacting in Creation Units for cash may also pay an additional variable charge to compensate the relevant fund for certain transaction costs (i.e., stamp taxes, taxes on currency or other financial transactions, and brokerage costs) and market impact expenses relating to investing in portfolio securities. Such variable charges, if any, are included in shares sold in the table above.

From time to time, settlement of securities related to in-kind contributions or in-kind redemptions may be delayed. In such cases, securities related to in-kind transactions are reflected as a receivable or a payable in the Statements of Assets and Liabilities.

Management has evaluated the impact of all subsequent events on the Funds through the date the financial statements were available to be issued and has determined that there were no subsequent events requiring adjustment or additional disclosure in the financial statements.

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of iShares Agency Bond ETF, iShares Government/Credit Bond ETF, iShares Intermediate Government/Credit Bond ETF and iShares MBS ETF (four of the funds constituting iShares Trust, hereafter collectively referred to as the “Funds”) as of February 28, 2022, the related statements of operations for the year ended February 28, 2022, the statements of changes in net assets for each of the two years in the period ended February 28, 2022, including the related notes, and the financial highlights for each of the five years in the period ended February 28, 2022 (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of February 28, 2022, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended February 28, 2022 and each of the financial highlights for each of the five years in the period ended February 28, 2022 in conformity with accounting principles generally accepted in the United States of America.

These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of February 28, 2022 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

We have served as the auditor of one or more BlackRock investment companies since 2000.

The Funds hereby designate the following amounts, or maximum amounts allowable by law, as capital gain dividends, subject to a long-term capital gains tax rate as noted below, for the fiscal year ended February 28, 2022:

The Funds hereby designate the following amounts, or maximum amounts allowable by law, of distributions from direct federal obligation interest for the fiscal year ended February 28, 2022:

The law varies in each state as to whether and what percent of ordinary income dividends attributable to federal obligations is exempt from state income tax. Shareholders are advised to check with their tax advisers to determine if any portion of the dividends received is exempt from state income tax.

The Funds hereby designate the following amounts, or maximum amounts allowable by law, as interest income eligible to be treated as a Section 163(j) interest dividend for the fiscal year ended February 28, 2022:

The Funds hereby designate the following amounts, or maximum amounts allowable by law, as interest-related dividends and qualified short-term capital gains eligible for exemption from U.S. withholding tax for nonresident aliens and foreign corporations for the fiscal year ended February 28, 2022:

In compliance with Rule 22e-4 under the Investment Company Act of 1940, as amended (the “Liquidity Rule”), iShares Trust (the “Trust”) has adopted and implemented a liquidity risk management program (the “Program”) for iShares Agency Bond ETF, iShares Government/Credit Bond ETF, iShares Intermediate Government/Credit Bond ETF and iShares MBS ETF (the “Funds” or “ETFs”), each a series of the Trust, which is reasonably designed to assess and manage each Fund’s liquidity risk.

The Board of Trustees (the “Board”) of the Trust, on behalf of the Funds, met on December 9, 2021 (the “Meeting”) to review the Program. The Board previously appointed BlackRock Fund Advisors (“BlackRock”), the investment adviser to the Funds, as the program administrator for each Fund’s Program. BlackRock also previously delegated oversight of the Program to the 40 Act Liquidity Risk Management Committee (the “Committee”). At the Meeting, the Committee, on behalf of BlackRock, provided the Board with a report that addressed the operation of the Program and assessed its adequacy and effectiveness of implementation, including the management of each Fund’s Highly Liquid Investment Minimum (“HLIM”) where applicable, and any material changes to the Program (the “Report”). The Report covered the period from October 1, 2020 through September 30, 2021 (the “Program Reporting Period”).

The Report described the Program’s liquidity classification methodology for categorizing each Fund’s investments (including derivative transactions) into one of four liquidity buckets. It also referenced the methodology used by BlackRock to establish each Fund’s HLIM and noted that the Committee reviews and ratifies the HLIM assigned to each Fund no less frequently than annually. The Report also discussed notable events affecting liquidity over the Program Reporting Period, including extended market holidays and the imposition of capital controls in certain non-U.S. countries.

The Report noted that the Program complied with the key factors for consideration under the Liquidity Rule for assessing, managing and periodically reviewing each Fund’s liquidity risk, as follows:

As part of BlackRock’s continuous review of the effectiveness of the Program, the Committee made the following material changes to the Program: (1) updates to certain model components in the Program’s methodology; and (2) certain iShares Funds entered into a $800 million credit agreement with a group of lenders that replaced a previous liquidity facility. The Report provided to the Board stated that the Committee concluded that based on the operation of the functions, as described in the Report, the Program is operating as intended and is effective in implementing the requirements of the Liquidity Rule.

The amounts and sources of distributions reported are estimates and are being provided pursuant to regulatory requirements and are not being provided for tax reporting purposes. The actual amounts and sources for tax reporting purposes will depend upon each Fund’s investment experience during the year and may be subject to changes based on tax regulations. Shareholders will receive a Form 1099-DIV each calendar year that will inform them how to report these distributions for federal income tax purposes.

Information on the Fund’s net asset value, market price, premiums and discounts, and bid-ask spreads can be found at iShares.com.

The Board of Trustees has responsibility for the overall management and operations of the Funds, including general supervision of the duties performed by BFA and other service providers. Each Trustee serves until he or she resigns, is removed, dies, retires or becomes incapacitated. Each officer shall hold office until his or her successor is elected and qualifies or until his or her death, resignation or removal. Trustees who are not “interested persons” (as defined in the 1940 Act) of the Trust are referred to as independent trustees (“Independent Trustees”).

The registered investment companies advised by BFA or its affiliates (the “BlackRock-advised Funds”) are organized into one complex of open-end equity, multi-asset, index and money market funds and ETFs (the “BlackRock Multi-Asset Complex”), one complex of closed-end funds and open-end non-index fixed-income funds (including ETFs) (the “BlackRock Fixed-Income Complex”) and one complex of ETFs (“Exchange-Traded Fund Complex”) (each, a “BlackRock Fund Complex”). Each Fund is included in the Exchange-Traded Fund Complex. Each Trustee also serves as a Director of iShares, Inc. and a Trustee of iShares U.S. ETF Trust and, as a result, oversees all of the funds within the Exchange-Traded Fund Complex, which consists of 374 funds as of February 28, 2022. With the exception of Robert S. Kapito, Salim Ramji and Charles Park, the address of each Trustee and officer is c/o BlackRock, Inc., 400 Howard Street, San Francisco, CA 94105. The address of Mr. Kapito, Mr. Ramji and Mr. Park is c/o BlackRock, Inc., Park Avenue Plaza, 55 East 52^nd Street, New York, NY 10055. The Board has designated John E. Kerrigan as its Independent Board Chair. Additional information about the Funds’ Trustees and officers may be found in the Funds’ combined Statement of Additional Information, which is available without charge, upon request, by calling toll-free 1-800-iShares (1-800-474-2737).

Shareholders can sign up for e-mail notifications announcing that the shareholder report or prospectus has been posted on the iShares website at iShares.com. Once you have enrolled, you will no longer receive prospectuses and shareholder reports in the mail.

Householding is an option available to certain fund investors. Householding is a method of delivery, based on the preference of the individual investor, in which a single copy of certain shareholder documents and Rule 30e-3 notices can be delivered to investors who share the same address, even if their accounts are registered under different names. Please contact your broker-dealer if you are interested in enrolling in householding and receiving a single copy of prospectuses and other shareholder documents, or if you are currently enrolled in householding and wish to change your householding status.

The Funds file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to their reports on Form N-PORT. The Funds’ Forms N-PORT are available on the SEC’s website at sec.gov. Additionally, each Fund makes its portfolio holdings for the first and third quarters of each fiscal year available at iShares.com/fundreports.

A description of the policies and procedures that the iShares Funds use to determine how to vote proxies relating to portfolio securities and information about how the iShares Funds voted proxies relating to portfolio securities during the most recent twelve-month period ending June 30 is available without charge, upon request (1) by calling toll-free 1-800-474-2737; (2) on the iShares website at iShares.com; and (3) on the SEC website at sec.gov.

A description of the Trust’s policies and procedures with respect to the disclosure of the Fund’s portfolio securities is available in the Fund Prospectus. The Fund discloses its portfolio holdings daily and provides information regarding its top holdings in Fund fact sheets at iShares.com.

This report is intended for the Funds’ shareholders. It may not be distributed to prospective investors unless it is preceded or accompanied by the current prospectus.

The iShares Funds are distributed by BlackRock Investments, LLC (together with its affiliates, “BlackRock”).

The iShares Funds are not sponsored, endorsed, issued, sold or promoted by Bloomberg Index Services Limited, nor does this company make any representation regarding the advisability of investing in the iShares Funds. BlackRock is not affiliated with the company listed above.


	Average Annual Total Returns									Cumulative Total Returns

	1 Year			5 Years			10 Years			1 Year			5 Years			10 Years

Fund NAV		(2.02	)%		2.20	%		1.78	%		(2.02	)%		11.47	%		19.33	%
Fund Market		(1.92	)		2.21			1.78			(1.92	)		11.57			19.35
Index		(2.29	)		2.13			1.77			(2.29	)		11.09			19.21


Actual					Hypothetical 5% Return


	Beginning Account Value (09/01/21)	Ending Account Value (02/28/22)	Expenses Paid During the Period	^(a)		Beginning Account Value (09/01/21)	Ending Account Value (02/28/22)	Expenses Paid During the Period	^(a)	Annualized Expense Ratio

	$ 1,000.00	$ 971.80	$ 0.98			$ 1,000.00	$ 1,023.80	$ 1.00		0.20	%


ALLOCATION BY MATURITY

Maturity	Percent of Total Investments	^(a)

1-5 Years	76.4	%
5-10 Years	16.6
10-15 Years	1.3
15-20 Years	5.2
More than 20 Years	0.5


	Average Annual Total Returns									Cumulative Total Returns

	1 Year			5 Years			10 Years			1 Year			5 Years			10 Years

Fund NAV		(2.76	)%		2.80	%		2.45	%		(2.76	)%		14.82	%		27.33	%
Fund Market		(2.54	)		2.83			2.41			(2.54	)		14.95			26.94
Index		(2.56	)		3.02			2.66			(2.56	)		16.02			30.03


Actual						Hypothetical 5% Return


	Beginning Account Value (09/01/21)	Ending Account Value (02/28/22)	Expenses Paid During the Period	^(a)	Beginning Account Value (09/01/21)		Ending Account Value (02/28/22)	Expenses Paid During the Period	^(a)	Annualized Expense Ratio

	$ 1,000.00	$ 954.50	$ 0.97		$ 1,000.00		$ 1,023.80	$ 1.00		0.20	%


2		T H I S P A G E I S N O T P A R T O F Y O U R F U N D R E P O R T


	Page


The Markets in Review		2
Market Overview		4
Fund Summary		5
About Fund Performance		11
Shareholder Expenses		11
Schedules of Investments		12
Financial Statements
Statements of Assets and Liabilities		136
Statements of Operations		137
Statements of Changes in Net Assets		138
Financial Highlights		140
Notes to Financial Statements		144
Report of Independent Registered Public Accounting Firm		153
Important Tax Information (Unaudited)		154
Statement Regarding Liquidity Risk Management Program		155
Supplemental Information		156
Trustee and Officer Information		157
General Information		160
Glossary of Terms Used in this Report		161


4		2 0 2 2 I S H A R E S A N N U A L R E P O R T T O S H A R E H O L D E R S


Fund Summary as of February 28, 2022		iShares^® Agency Bond ETF


ALLOCATION BY INVESTMENT TYPE

Investment Type	Percent of Total Investments	^(a)

U.S. Government & Agency Obligations	75.7	%
Foreign Government Obligations	21.6
Corporate Bonds & Notes	2.7


Fund Summary as of February 28, 2022		iShares^® Government/Credit Bond ETF


Fund Summary as of February 28, 2022 (continued)		iShares^® Government/Credit Bond ETF


ALLOCATION BY CREDIT QUALITY

Moody’s Credit Rating^*	Percent of Total Investments	^(a)

Aaa	61.5	%
Aa	2.9
A	14.5
Baa	19.4
Ba	0.9
Not Rated	0.8


Fund Summary as of February 28, 2022		iShares^® Intermediate Government/Credit Bond ETF


Fund Summary as of February 28, 2022		iShares^® MBS ETF


ALLOCATION BY ISSUER

Issuer	Percentage of Total Investments	^(a)

Uniform Mortgage-Backed Securities	44.9	%
Federal National Mortgage Association	22.7
Government National Mortgage Association	19.2
Federal Home Loan Mortgage Corp.	13.2


A B O U T F U N D P E R F O R M A N C E / S H A R E H O L D E R E X P E N S E S		11




Affiliated Issuer	Value at 02/28/21		Purchases at Cost		Proceeds from Sales			Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value at 02/28/22		Shares Held at 02/28/22 (000)		Income			Capital Gain Distributions from Underlying Funds


BlackRock Cash Funds: Treasury, SL Agency Shares	$	18,119,100	$	—	$	(5,369,100	)^(a)	$	—	$	—	$	12,750,000		12,750	$	6,985	^(b)	$	—




	Level 1		Level 2		Level 3		Total


Investments
Assets
Corporate Bonds & Notes	$	—	$	18,735,543	$	—	$	18,735,543
Foreign Government Obligations		—		153,052,778		—		153,052,778
U.S. Government & Agency Obligations		—		536,279,247		—		536,279,247
Money Market Funds		12,750,000		—		—		12,750,000


	$	12,750,000	$	708,067,568	$	—	$	720,817,568




Affiliated Issuer	Value at 02/28/21		Purchases at Cost		Proceeds from Sales			Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value at 02/28/22		Shares Held at 02/28/22 (000)		Income			Capital Gain Distributions from Underlying Funds

BlackRock Cash Funds: Treasury, SL Agency Shares	$	68,626,943	$	—	$	(13,629,863	)^(a)	$	—	$	—	$	54,997,080		54,997	$	107,965	^(b)	$	—


	iShares Agency Bond ETF			iShares Government/Credit Bond ETF				iShares Intermediate Government/Credit Bond ETF				iShares MBS ETF


ASSETS
Investments in securities, at value (including securities on loan)^(a):
Unaffiliated^(b)	$	708,067,568			$	422,818,305			$	2,539,468,118			$	24,766,678,516
Affiliated^(c)		12,750,000				5,994,069				54,997,080				3,760,536,149
Cash		9,130				7,509				—				—
Cash pledged:
Collateral — TBA commitments		—				—				—				12,642,821
Receivables:
Investments sold		996,477				8,183,061				30,403,067				107,806,676
Securities lending income — Affiliated		167				464				5,361				—
TBA sales commitments		—				—				—				855,138,976
Capital shares sold		121,857				151,364				79,148				—
Dividends		364				102				402				347,770
Interest		5,992,829				2,177,094				12,035,131				50,025,088


Total assets		727,938,392				439,331,968				2,636,988,307				29,553,175,996


LIABILITIES
Bank overdraft		—				—				28,480				—
Collateral on securities loaned, at value		—				2,228,069				33,119,080				—
TBA sales commitments, at value^(d)		—				—				—				862,203,467
Payables:
Investments purchased		15,000,000				9,497,572				36,487,656				4,557,886,569
Capital shares redeemed		—				—				—				51,999,007
Investment advisory fees		110,591				65,460				397,279				463,182


Total liabilities		15,110,591				11,791,101				70,032,495				5,472,552,225


NET ASSETS	$	712,827,801			$	427,540,867			$	2,566,955,812			$	24,080,623,771


NET ASSETS CONSIST OF:
Paid-in capital	$	727,072,834			$	449,591,242			$	2,604,028,487			$	24,718,054,858
Accumulated loss		(14,245,033	)			(22,050,375	)			(37,072,675	)			(637,431,087	)


NET ASSETS	$	712,827,801			$	427,540,867			$	2,566,955,812			$	24,080,623,771


Shares outstanding		6,200,000				3,650,000				23,050,000				229,900,000


Net asset value	$	114.97			$	117.13			$	111.36			$	104.74


Shares authorized		Unlimited				Unlimited				Unlimited				Unlimited


Par value		None				None				None				None


^(a)Securities loaned, at value	$	—			$	2,203,916			$	32,599,368			$	—
^(b)Investments, at cost — Unaffiliated	$	721,418,441			$	443,413,746			$	2,578,385,331			$	25,173,143,406
^(c)Investments, at cost — Affiliated	$	12,750,000			$	5,994,069			$	54,997,080			$	3,760,072,129
^(d)Proceeds from TBA sales commitments	$	—			$	—			$	—			$	855,138,976


	iShares Agency Bond ETF						iShares Government/Credit Bond ETF


	Year Ended 02/28/22			Year Ended 02/28/21			Year Ended 02/28/22			Year Ended 02/28/21


INCREASE (DECREASE) IN NET ASSETS

OPERATIONS
Net investment income	$	5,730,894		$	8,391,795		$	4,343,836		$	3,365,270
Net realized gain (loss)		(894,231	)		17,830,163			(3,208,557	)		5,624,515
Net change in unrealized appreciation (depreciation)		(20,276,051	)		(15,071,308	)		(18,136,061	)		(13,523,081	)


Net increase (decrease) in net assets resulting from operations		(15,439,388	)		11,150,650			(17,000,782	)		(4,533,296	)


DISTRIBUTIONS TO SHAREHOLDERS^(a)
Decrease in net assets resulting from distributions to shareholders		(7,598,945	)		(18,524,889	)		(4,169,470	)		(3,375,370	)


CAPITAL SHARE TRANSACTIONS
Net increase (decrease) in net assets derived from capital share transactions		(52,170,914	)		200,663,834			168,208,885			61,472,881


NET ASSETS
Total increase (decrease) in net assets		(75,209,247	)		193,289,595			147,038,633			53,564,215
Beginning of year		788,037,048			594,747,453			280,502,234			226,938,019


End of year	$	712,827,801		$	788,037,048		$	427,540,867		$	280,502,234


	iShares Intermediate Government/Credit Bond ETF							iShares MBS ETF



	Year Ended 02/28/22				Year Ended 02/28/21			Year Ended 02/28/22			Year Ended 02/28/21



INCREASE (DECREASE) IN NET ASSETS

OPERATIONS
Net investment income		$	34,863,443		$	39,382,059		$	286,513,748		$	369,414,140
Net realized gain (loss)			3,851,487			29,492,222			(217,821,506	)		151,803,496
Net change in unrealized appreciation (depreciation)			(110,162,104	)		(25,796,803	)		(884,118,060	)		(210,024,594	)


Net increase (decrease) in net assets resulting from operations			(71,447,174	)		43,077,478			(815,425,818	)		311,193,042


DISTRIBUTIONS TO SHAREHOLDERS^(a)
From net investment income			(34,880,467	)		(40,483,694	)		(263,023,925	)		(407,911,495	)
Return of capital			—			—			—			(56,468,256	)


Decrease in net assets resulting from distributions to shareholders			(34,880,467	)		(40,483,694	)		(263,023,925	)		(464,379,751	)


CAPITAL SHARE TRANSACTIONS
Net increase (decrease) in net assets derived from capital share transactions			358,884,121			125,634,719			(1,321,516,523	)		2,796,689,677


NET ASSETS
Total increase (decrease) in net assets			252,556,480			128,228,503			(2,399,966,266	)		2,643,502,968
Beginning of year			2,314,399,332			2,186,170,829			26,480,590,037			23,837,087,069


End of year		$	2,566,955,812		$	2,314,399,332		$	24,080,623,771		$	26,480,590,037


	iShares Agency Bond ETF


	Year Ended 02/28/22				Year Ended 02/28/21				Year Ended 02/29/20				Year Ended 02/28/19				Year Ended 02/28/18


Net asset value, beginning of year		$	118.50			$	118.95			$	112.08			$	111.42			$	113.11


Net investment income^(a)			0.85				1.25				2.61				2.57				1.83
Net realized and unrealized gain (loss)^(b)			(3.24	)			0.87				6.89				0.57				(1.70	)


Net increase (decrease) from investment operations			(2.39	)			2.12				9.50				3.14				0.13


Distributions^(c)
From net investment income			(0.84	)			(2.11	)			(2.63	)			(2.48	)			(1.82	)
From net realized gain			(0.30	)			(0.46	)			—				—				—


Total distributions			(1.14	)			(2.57	)			(2.63	)			(2.48	)			(1.82	)


Net asset value, end of year		$	114.97			$	118.50			$	118.95			$	112.08			$	111.42


Total Return^(d)
Based on net asset value			(2.02	)%			1.77	%			8.57	%			2.86	%			0.10	%


Ratios to Average Net Assets^(e)
Total expenses			0.20	%			0.20	%			0.20	%			0.20	%			0.20	%


Net investment income			0.73	%			1.04	%			2.27	%			2.31	%			1.62	%


Supplemental Data
Net assets, end of year (000)		$	712,828			$	788,037			$	594,747			$	627,634			$	445,697


Portfolio turnover rate^(f)			146	%			158	%			72	%			69	%			78	%


	iShares Government/Credit Bond ETF


	Year Ended 02/28/22				Year Ended 02/28/21				Year Ended 02/29/20				Year Ended 02/28/19				Year Ended 02/28/18


Net asset value, beginning of year		$	121.96			$	122.67			$	111.23			$	111.13			$	113.20


Net investment income^(a)			1.52				1.88				2.94				2.87				2.57
Net realized and unrealized gain (loss)^(b)			(4.87	)			(0.63	)			11.59				0.13				(1.99	)


Net increase (decrease) from investment operations			(3.35	)			1.25				14.53				3.00				0.58


Distributions^(c)
From net investment income			(1.48	)			(1.96	)			(3.09	)			(2.90	)			(2.65	)


Total distributions			(1.48	)			(1.96	)			(3.09	)			(2.90	)			(2.65	)


Net asset value, end of year		$	117.13			$	121.96			$	122.67			$	111.23			$	111.13


Total Return^(d)
Based on net asset value			(2.76	)%			0.99	%			13.24	%			2.76	%			0.48	%


Ratios to Average Net Assets^(e)
Total expenses			0.20	%			0.20	%			0.20	%			0.20	%			0.20	%


Net investment income			1.26	%			1.51	%			2.52	%			2.60	%			2.26	%


Supplemental Data
Net assets, end of year (000)		$	427,541			$	280,502			$	226,938			$	100,108			$	144,464


Portfolio turnover rate^(f)			21	%			24	%			16	%			24	%			17	%


	iShares Intermediate Government/Credit Bond ETF


	Year Ended 02/28/22				Year Ended 02/28/21				Year Ended 02/29/20				Year Ended 02/28/19				Year Ended 02/28/18


Net asset value, beginning of year		$	116.01			$	115.67			$	108.94			$	108.09			$	110.32


Net investment income^(a)			1.63				2.04				2.57				2.41				2.10
Net realized and unrealized gain (loss)^(b)			(4.64	)			0.41				6.73				0.82				(2.22	)


Net increase (decrease) from investment operations			(3.01	)			2.45				9.30				3.23				(0.12	)


Distributions^(c)
From net investment income			(1.64	)			(2.11	)			(2.57	)			(2.38	)			(2.11	)


Total distributions			(1.64	)			(2.11	)			(2.57	)			(2.38	)			(2.11	)


Net asset value, end of year		$	111.36			$	116.01			$	115.67			$	108.94			$	108.09


Total Return^(d)
Based on net asset value			(2.61	)%			2.11	%			8.63	%			3.04	%			(0.14	)%


Ratios to Average Net Assets^(e)
Total expenses			0.20	%			0.20	%			0.20	%			0.20	%			0.20	%


Net investment income			1.42	%			1.75	%			2.29	%			2.24	%			1.90	%


Supplemental Data
Net assets, end of year (000)		$	2,566,956			$	2,314,399			$	2,186,171			$	2,206,040			$	1,902,403


Portfolio turnover rate^(f)			30	%			26	%			19	%			21	%			19	%


	iShares MBS ETF


	Year Ended 02/28/22				Year Ended 02/28/21				Year Ended 02/29/20				Year Ended 02/28/19				Year Ended 02/28/18


Net asset value, beginning of year		$	109.29			$	109.75			$	105.07			$	104.27			$	106.68

Net investment income^(a)			1.21				1.77				2.92				3.04				2.26
Net realized and unrealized gain (loss)^(b)			(4.65	)			0.02				4.71				0.56				(2.24	)


Net increase (decrease) from investment operations			(3.44	)			1.79				7.63				3.60				0.02


Distributions^(c)
From net investment income			(1.11	)			(1.98	)			(2.95	)			(2.80	)			(2.39	)
Return of capital			—				(0.27	)			—				—				(0.04	)


Total distributions			(1.11	)			(2.25	)			(2.95	)			(2.80	)			(2.43	)


Net asset value, end of year		$	104.74			$	109.29			$	109.75			$	105.07			$	104.27


Total Return^(d)
Based on net asset value			(3.15	)%			1.62	%			7.35	%			3.53	%			(0.01	)%


Ratios to Average Net Assets^(e)
Total expenses			0.05	%			0.06	%			0.07	%			0.09	%			0.14	%


Total expenses after fees waived			0.04	%			0.05	%			0.06	%			0.08	%			0.13	%


Net investment income			1.12	%			1.60	%			2.72	%			2.93	%			2.12	%


Supplemental Data
Net assets, end of year (000)		$	24,080,624			$	26,480,590			$	23,837,087			$	15,592,245			$	11,876,376


Portfolio turnover rate^(f)(g)			349	%			405	%			253	%			343	%			745	%



iShares ETF	Diversification Classification

Agency Bond		Diversified
Government/Credit Bond		Diversified
Intermediate Government/Credit Bond		Diversified
MBS		Diversified




iShares ETF and Counterparty		Market Value of Securities on Loan		Cash Collateral Received	^(a)		Non-Cash Collateral Received		Net Amount


Government/Credit Bond
BofA Securities, Inc.	$	1,811,174	$	1,811,174		$	—	$	—
Citigroup Global Markets, Inc.		162,385		162,385			—		—
Deutsche Bank Securities, Inc.		8,891		8,891			—		—
Goldman Sachs & Co. LLC		50,723		50,723			—		—
J.P. Morgan Securities LLC		57,248		57,248			—		—
Jefferies LLC		4,134		4,134			—		—
TD Securities (USA) LLC		50,636		50,636			—		—
Wells Fargo Securities LLC		58,725		58,725			—		—


	$	2,203,916	$	2,203,916		$	—	$	—

Intermediate Government/Credit Bond
Barclays Capital, Inc.	$	17,048,948	$	17,048,948		$	—	$	—
BofA Securities, Inc.		14,095,155		14,095,155			—		—
Citigroup Global Markets, Inc.		168,979		168,979			—		—
Goldman Sachs & Co. LLC		154,270		154,270			—		—
J.P. Morgan Securities LLC		692,225		692,225			—		—
Mitsubishi UFJ Securities Holdings Co., Ltd.		399,808		399,808			—		—
RBC Capital Markets LLC		14,665		14,665			—		—
TD Securities (USA) LLC		25,318		25,318			—		—


	$	32,599,368	$	32,599,368		$	—	$	—



iShares ETF	Investment Advisory Fee

Agency Bond		0.20%
Government/Credit Bond		0.20
Intermediate Government/Credit Bond		0.20



Aggregate Average Daily Net Assets	Investment Advisory Fee

First $121 billion		0.0400%
Over $121 billion, up to and including $181 billion		0.0380
Over $181 billion, up to and including $231 billion		0.0361
Over $231 billion, up to and including $281 billion		0.0343
Over $281 billion		0.0326



iShares ETF	Fees Paid to BTC

Agency Bond	$	2,466
Government/Credit Bond		4,797
Intermediate Government/Credit Bond		44,190



iShares ETF	Purchases		Sales		Net Realized Gain (Loss)

Agency Bond	$	245,565,361	$	241,937,964	$	(2,481,618	)
Government/Credit Bond		—		430,984		(13,744	)
Intermediate Government/Credit Bond		6,311,014		856,068		25,873



	U.S. Government Securities				Other Securities


iShares ETF	Purchases		Sales		Purchases		Sales

Agency Bond	$	1,370,944,358	$	1,074,505,372	$	62,156,315	$	52,702,098
Government/Credit Bond		57,681,192		50,552,112		22,126,349		21,355,312
Intermediate Government/Credit Bond		567,470,534		513,193,046		167,027,782		221,855,964
MBS		88,483,132,818		91,173,293,697		—		—



iShares ETF	In-kind Purchases		In-kind Sales

Agency Bond	$	52,301,215	$	401,351,218
Government/Credit Bond		465,968,193		306,315,897
Intermediate Government/Credit Bond		699,062,102		343,700,025
MBS		1,719,385,005		—